-98.1%
AMC vs WSM
+944.2%
-1,042.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.1% |
| 7D | +2.3% | -3.3% | +5.6% | +4.3% |
| 30D | -0.7% | -8.4% | +7.6% | +4.5% |
| 3M | +35.2% | +9.7% | +25.5% | +26.9% |
| 6M | +124.6% | +16.7% | +107.9% | +103.5% |
| YTD | +69.9% | +28.7% | +41.2% | +44.5% |
| 1Y | -2.6% | +13.7% | -16.2% | -11.9% |
| 3Y | -79.8% | +230.1% | -309.9% | -92.2% |
| 5Y | -99.4% | +179.0% | -278.4% | -99.8% |
| 10Y | -98.9% | +1,002.5% | -1,101.4% | -99.8% |
| All | -98.1% | +944.2% | -1,042.3% | -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 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