-99.0%
AMC vs WTW
+197.9%
-296.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -7.1% | -7.8% | +0.7% | -3.8% |
| 30D | -1.7% | -7.9% | +6.2% | +1.8% |
| 3M | +13.5% | +19.9% | -6.5% | +4.2% |
| 6M | +112.6% | +9.8% | +102.8% | +102.6% |
| YTD | +51.3% | -3.3% | +54.6% | +52.0% |
| 1Y | -14.5% | -3.3% | -11.2% | -14.4% |
| 3Y | -67.1% | +61.5% | -128.7% | -74.5% |
| 5Y | -99.5% | +42.6% | -142.1% | -99.6% |
| All | -99.0% | +197.9% | -296.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling