-71.9%
AMC vs WST
+16.9%
-88.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.0% | -8.5% | -12.2% |
| 7D | 0.0% | -5.8% | +5.8% | +0.5% |
| 30D | +4.4% | +5.3% | -0.9% | +4.1% |
| 3M | +15.4% | +11.8% | +3.5% | +14.6% |
| 6M | +93.7% | +26.7% | +67.0% | +90.5% |
| YTD | +97.4% | +43.0% | +54.5% | +91.5% |
| 1Y | +23.2% | +38.9% | -15.7% | +19.5% |
| All | -71.9% | +16.9% | -88.8% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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