-64.3%
AMC vs WSM
+239.4%
-303.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -0.8% | +2.6% | -3.3% | -1.6% |
| 30D | -1.2% | -9.5% | +8.4% | +2.1% |
| 3M | +42.2% | +12.9% | +29.3% | +35.9% |
| 6M | +118.8% | +23.0% | +95.8% | +103.5% |
| YTD | +64.1% | +28.9% | +35.2% | +50.8% |
| 1Y | -9.5% | +13.7% | -23.2% | -14.4% |
| 3Y | -64.3% | +232.6% | -297.0% | -81.7% |
| All | -64.3% | +239.4% | -303.7% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling