-97.5%
AMC vs WSM
+1,105.1%
-1,202.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +6.5% |
| 7D | +6.6% | +0.9% | +5.7% | +6.4% |
| 30D | +14.1% | +8.6% | +5.5% | +8.9% |
| 3M | +31.3% | +4.2% | +27.0% | +28.0% |
| 6M | +126.7% | +44.6% | +82.0% | +80.2% |
| YTD | +117.9% | +48.5% | +69.4% | +70.4% |
| 1Y | +41.1% | +34.7% | +6.4% | +16.7% |
| 3Y | -61.0% | +271.0% | -332.0% | -86.0% |
| 5Y | -99.1% | +180.9% | -280.1% | -99.6% |
| 10Y | -98.7% | +1,235.4% | -1,334.1% | -99.8% |
| All | -97.5% | +1,105.1% | -1,202.6% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling