+40.2%
AMC vs WETO
-99.3%
+139.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +11.4% | -4.1% | +7.3% |
| 7D | +17.7% | +3.6% | +14.2% | +17.7% |
| 30D | +26.2% | -17.2% | +43.4% | +26.1% |
| 3M | +31.3% | -83.7% | +115.0% | +30.2% |
| 6M | +142.8% | -98.3% | +241.0% | +155.2% |
| YTD | +125.6% | -99.0% | +224.6% | +138.2% |
| 1Y | +40.2% | -99.4% | +139.6% | +61.8% |
| All | +40.2% | -99.3% | +139.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling