-97.7%
AMC vs WST
+769.8%
-867.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.0% | -8.5% | -11.6% |
| 7D | 0.0% | -5.8% | +5.8% | +1.5% |
| 30D | +4.4% | +5.3% | -0.9% | +3.3% |
| 3M | +15.4% | +11.8% | +3.5% | +12.6% |
| 6M | +93.7% | +26.7% | +67.0% | +82.6% |
| YTD | +97.4% | +43.0% | +54.5% | +80.0% |
| 1Y | +23.2% | +38.9% | -15.7% | +12.9% |
| 3Y | -71.3% | +18.2% | -89.4% | -74.6% |
| 5Y | -99.3% | -1.5% | -97.7% | -99.3% |
| 10Y | -98.7% | +439.0% | -537.7% | -99.4% |
| All | -97.7% | +769.8% | -867.5% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling