+40.2%
AMC vs WAB
+46.5%
-6.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.0% |
| 7D | +17.7% | +4.5% | +13.2% | +16.4% |
| 30D | +26.2% | +1.1% | +25.1% | +25.7% |
| 3M | +31.3% | -1.3% | +32.6% | +31.3% |
| 6M | +142.8% | +12.7% | +130.0% | +133.1% |
| YTD | +125.6% | +38.7% | +87.0% | +89.4% |
| 1Y | +40.2% | +44.9% | -4.7% | +12.4% |
| All | +40.2% | +46.5% | -6.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling