-99.4%
AMC vs WAB
+222.7%
-322.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.8% |
| 7D | +2.3% | -3.2% | +5.5% | +4.6% |
| 30D | -0.7% | -4.4% | +3.7% | +2.3% |
| 3M | +35.2% | +7.9% | +27.3% | +25.5% |
| 6M | +124.6% | +8.7% | +115.9% | +105.4% |
| YTD | +69.9% | +33.0% | +36.9% | +31.7% |
| 1Y | -2.6% | +46.7% | -49.2% | -31.0% |
| 3Y | -79.8% | +153.0% | -232.8% | -93.2% |
| All | -99.4% | +222.7% | -322.2% | -99.9% |
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