-99.3%
AMC vs TW
+37.3%
-136.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.6% | +4.2% | -1.6% | +1.2% |
| 30D | +9.0% | +18.9% | -9.9% | +2.5% |
| 3M | +22.2% | +23.8% | -1.6% | +12.7% |
| 6M | +91.5% | +17.0% | +74.4% | +78.8% |
| YTD | +101.3% | +19.2% | +82.1% | +83.8% |
| 1Y | +20.8% | +20.1% | +0.7% | +9.8% |
| 3Y | -71.3% | +40.5% | -111.8% | -78.4% |
| All | -99.3% | +37.3% | -136.6% | -99.4% |
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