-97.6%
AMC vs TW
+287.8%
-385.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.2% |
| 7D | +6.6% | +3.4% | +3.2% | +5.6% |
| 30D | +14.1% | +15.5% | -1.4% | +9.6% |
| 3M | +31.3% | +25.1% | +6.1% | +23.0% |
| 6M | +126.7% | +18.2% | +108.5% | +114.5% |
| YTD | +117.9% | +19.7% | +98.2% | +103.5% |
| 1Y | +41.1% | +18.1% | +23.0% | +32.3% |
| 3Y | -61.0% | +40.5% | -101.5% | -66.6% |
| 5Y | -99.1% | +37.1% | -136.2% | -99.3% |
| All | -97.6% | +287.8% | -385.4% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling