-99.0%
AMC vs WSM
+997.3%
-1,096.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | -6.8% | +2.6% | -9.4% | -8.3% |
| 30D | +1.7% | -9.3% | +10.9% | +7.9% |
| 3M | +26.8% | +7.1% | +19.7% | +20.1% |
| 6M | +117.7% | +21.7% | +96.0% | +91.0% |
| YTD | +57.7% | +28.7% | +29.0% | +32.8% |
| 1Y | -12.5% | +13.9% | -26.3% | -21.5% |
| 3Y | -65.7% | +232.2% | -297.9% | -87.9% |
| 5Y | -99.5% | +176.4% | -275.9% | -99.8% |
| 10Y | -99.0% | +1,072.4% | -1,171.4% | -99.8% |
| All | -99.0% | +997.3% | -1,096.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WSM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling