-98.7%
AMC vs WAB
+287.6%
-386.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | +9.0% | +0.4% | +8.6% | +9.2% |
| 3M | +22.2% | -3.8% | +26.0% | +25.4% |
| 6M | +91.5% | +5.1% | +86.4% | +83.9% |
| YTD | +101.3% | +33.3% | +68.0% | +66.3% |
| 1Y | +20.8% | +39.8% | -19.1% | -3.3% |
| 3Y | -71.3% | +161.1% | -232.4% | -85.6% |
| 5Y | -99.2% | +209.5% | -308.7% | -99.6% |
| All | -98.7% | +287.6% | -386.4% | -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