+15.3%
AMC vs WOLF
+45.7%
-30.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +5.5% | +17.0% | -11.5% | +4.9% |
| 30D | +16.1% | -14.3% | +30.4% | +16.0% |
| 3M | +43.0% | -10.5% | +53.5% | +42.6% |
| 6M | +130.7% | -43.7% | +174.4% | +132.0% |
| YTD | +121.8% | +50.7% | +71.1% | +104.9% |
| 1Y | +40.7% | +46.7% | -6.0% | +30.7% |
| All | +15.3% | +45.7% | -30.4% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling