-99.4%
AMC vs WAT
-3.2%
-96.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | +2.3% | -1.3% | +3.6% | +2.9% |
| 30D | -0.7% | +2.3% | -3.1% | -1.7% |
| 3M | +35.2% | +8.7% | +26.5% | +29.0% |
| 6M | +124.6% | +28.3% | +96.3% | +96.4% |
| YTD | +69.9% | +7.8% | +62.1% | +61.2% |
| 1Y | -2.6% | +36.6% | -39.2% | -17.7% |
| 3Y | -79.8% | +45.7% | -125.4% | -84.8% |
| All | -99.4% | -3.2% | -96.2% | -99.6% |
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