-99.4%
AMC vs TW
+23.1%
-122.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +2.3% | -2.3% | +4.6% | +3.1% |
| 30D | -0.7% | +3.9% | -4.7% | -2.4% |
| 3M | +35.2% | +5.7% | +29.5% | +31.5% |
| 6M | +124.6% | -14.5% | +139.1% | +136.2% |
| YTD | +69.9% | -0.9% | +70.7% | +66.1% |
| 1Y | -2.6% | -13.5% | +10.9% | +1.4% |
| 3Y | -79.8% | +25.0% | -104.8% | -84.5% |
| All | -99.4% | +23.1% | -122.6% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling