-97.5%
AMC vs TW
+291.9%
-389.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +5.5% | +3.1% | +2.4% | +4.6% |
| 30D | +16.1% | +16.7% | -0.6% | +11.3% |
| 3M | +43.0% | +25.2% | +17.8% | +34.0% |
| 6M | +130.7% | +19.5% | +111.2% | +117.6% |
| YTD | +121.8% | +21.0% | +100.8% | +106.5% |
| 1Y | +40.7% | +19.0% | +21.7% | +31.7% |
| 3Y | -56.8% | +40.7% | -97.5% | -63.0% |
| 5Y | -99.1% | +40.1% | -139.2% | -99.3% |
| All | -97.5% | +291.9% | -389.5% | -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