-99.1%
AMC vs WAT
+33.2%
-132.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | +14.0% | +9.0% | +5.0% | +9.6% |
| 3M | +42.5% | +13.5% | +29.0% | +34.9% |
| 6M | +142.6% | +35.3% | +107.3% | +107.9% |
| YTD | +119.2% | +24.0% | +95.3% | +95.3% |
| 1Y | +40.7% | +22.0% | +18.8% | +26.4% |
| 3Y | -57.3% | +84.0% | -141.3% | -72.2% |
| 5Y | -99.1% | +34.4% | -133.5% | -99.3% |
| All | -99.1% | +33.2% | -132.3% | -99.3% |
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