-99.3%
AMC vs WSM
+168.7%
-268.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.8% |
| 7D | +2.6% | +0.5% | +2.1% | +2.6% |
| 30D | +9.0% | +6.0% | +3.1% | +6.1% |
| 3M | +22.2% | +3.2% | +19.0% | +20.2% |
| 6M | +91.5% | +37.1% | +54.3% | +62.5% |
| YTD | +101.3% | +44.2% | +57.1% | +66.7% |
| 1Y | +20.8% | +34.2% | -13.4% | +3.3% |
| 3Y | -71.3% | +249.3% | -320.6% | -88.5% |
| All | -99.3% | +168.7% | -268.0% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling