-99.2%
AMC vs WAB
+216.9%
-316.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.5% |
| 7D | +8.4% | +7.9% | +0.5% | +2.9% |
| 30D | +9.2% | +4.9% | +4.3% | +6.1% |
| 3M | +32.0% | +1.8% | +30.2% | +31.0% |
| 6M | +149.3% | +12.0% | +137.3% | +126.9% |
| YTD | +114.1% | +41.3% | +72.8% | +61.1% |
| 1Y | +35.8% | +43.8% | -8.1% | +0.6% |
| 3Y | -58.3% | +171.1% | -229.4% | -86.3% |
| 5Y | -99.2% | +217.7% | -316.9% | -99.8% |
| All | -99.2% | +216.9% | -316.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling