-98.8%
AMC vs WTW
+212.3%
-311.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +8.4% | -2.3% | +10.7% | +9.5% |
| 30D | +9.2% | +10.7% | -1.5% | +4.3% |
| 3M | +32.0% | -3.1% | +35.1% | +33.3% |
| 6M | +149.3% | +31.7% | +117.6% | +119.4% |
| YTD | +114.1% | +1.1% | +113.0% | +110.2% |
| 1Y | +35.8% | +4.1% | +31.7% | +31.5% |
| 3Y | -58.3% | +42.1% | -100.4% | -65.6% |
| 5Y | -99.2% | +52.2% | -151.4% | -99.3% |
| All | -98.8% | +212.3% | -311.0% | -99.3% |
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