-23.6%
AMC vs WETO
-99.4%
+75.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.1% | +1.2% | -3.9% |
| 7D | -6.8% | -38.7% | +31.9% | -7.0% |
| 30D | +1.7% | -51.3% | +53.0% | +1.7% |
| 3M | +26.8% | -97.8% | +124.6% | +33.3% |
| 6M | +117.7% | -94.8% | +212.5% | +125.8% |
| YTD | +57.7% | -97.2% | +154.9% | +59.9% |
| 1Y | -12.5% | -98.9% | +86.5% | -15.4% |
| All | -23.6% | -99.4% | +75.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling