-98.7%
AMC vs WSM
+1,226.6%
-1,325.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.5% | +3.1% | +2.4% | +3.9% |
| 30D | +16.1% | +8.5% | +7.6% | +10.5% |
| 3M | +43.0% | +4.6% | +38.4% | +38.9% |
| 6M | +130.7% | +44.5% | +86.1% | +81.0% |
| YTD | +121.8% | +48.4% | +73.4% | +70.9% |
| 1Y | +40.7% | +36.2% | +4.5% | +14.2% |
| 3Y | -56.8% | +268.8% | -325.6% | -85.7% |
| 5Y | -99.1% | +185.2% | -284.3% | -99.7% |
| 10Y | -98.7% | +1,175.8% | -1,274.5% | -99.8% |
| All | -98.7% | +1,226.6% | -1,325.3% | -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 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