-98.9%
AMC vs WSM
+998.8%
-1,097.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -0.8% | +2.6% | -3.3% | -2.3% |
| 30D | -1.2% | -9.5% | +8.4% | +5.1% |
| 3M | +42.2% | +12.9% | +29.3% | +30.4% |
| 6M | +118.8% | +23.0% | +95.8% | +90.6% |
| YTD | +64.1% | +28.9% | +35.2% | +38.1% |
| 1Y | -9.5% | +13.7% | -23.2% | -18.8% |
| 3Y | -64.3% | +232.6% | -297.0% | -87.5% |
| 5Y | -99.5% | +185.9% | -285.3% | -99.8% |
| All | -98.9% | +998.8% | -1,097.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling