+38.2%
AMC vs WAB
+45.2%
-7.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.1% | +6.1% |
| 7D | +6.6% | +4.0% | +2.6% | +5.4% |
| 30D | +14.1% | +4.5% | +9.6% | +12.7% |
| 3M | +31.3% | +2.3% | +29.0% | +30.2% |
| 6M | +126.7% | +12.5% | +114.2% | +117.5% |
| YTD | +117.9% | +40.2% | +77.8% | +77.4% |
| All | +38.2% | +45.2% | -7.0% | +10.3% |
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