-98.9%
AMC vs WAB
+288.1%
-387.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | +2.3% | -3.2% | +5.5% | +4.3% |
| 30D | -0.7% | -4.4% | +3.7% | +1.8% |
| 3M | +35.2% | +7.9% | +27.3% | +27.5% |
| 6M | +124.6% | +8.7% | +115.9% | +109.6% |
| YTD | +69.9% | +33.0% | +36.9% | +40.0% |
| 1Y | -2.6% | +46.7% | -49.2% | -24.9% |
| 3Y | -79.8% | +153.0% | -232.8% | -89.7% |
| 5Y | -99.4% | +222.3% | -321.7% | -99.7% |
| All | -98.9% | +288.1% | -387.0% | -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