-99.3%
AMC vs WAT
+32.4%
-131.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.5% |
| 7D | +2.6% | -1.1% | +3.7% | +3.3% |
| 30D | +9.0% | +5.0% | +4.1% | +6.7% |
| 3M | +22.2% | +14.5% | +7.7% | +15.1% |
| 6M | +91.5% | +30.9% | +60.5% | +66.7% |
| YTD | +101.3% | +20.5% | +80.8% | +81.7% |
| 1Y | +20.8% | +23.3% | -2.5% | +7.8% |
| 3Y | -71.3% | +81.5% | -152.8% | -81.3% |
| All | -99.3% | +32.4% | -131.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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