-56.7%
AMC vs WAB
+174.5%
-231.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.8% | +3.1% | -6.0% | -3.5% |
| 30D | +14.0% | +6.4% | +7.6% | +12.6% |
| 3M | +42.5% | +2.2% | +40.3% | +41.7% |
| 6M | +142.6% | +13.7% | +128.9% | +136.0% |
| YTD | +119.2% | +43.0% | +76.2% | +104.1% |
| 1Y | +40.7% | +47.0% | -6.2% | +30.3% |
| All | -56.7% | +174.5% | -231.2% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling