-98.8%
AMC vs WAB
+266.7%
-365.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.2% |
| 7D | +3.5% | +5.1% | -1.6% | +0.6% |
| 30D | +12.5% | +4.0% | +8.5% | +10.4% |
| 3M | +23.6% | +0.1% | +23.5% | +24.1% |
| 6M | +144.4% | +12.8% | +131.6% | +125.1% |
| YTD | +108.3% | +40.1% | +68.3% | +67.3% |
| 1Y | +38.9% | +46.4% | -7.5% | +8.4% |
| 3Y | -58.9% | +167.4% | -226.2% | -79.6% |
| 5Y | -99.2% | +215.0% | -314.2% | -99.6% |
| All | -98.8% | +266.7% | -365.4% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling