-66.5%
AMC vs WTW
+60.9%
-127.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -2.8% |
| 7D | -6.8% | -7.1% | +0.3% | -4.7% |
| 30D | +1.7% | -8.5% | +10.2% | +4.5% |
| 3M | +26.8% | +20.6% | +6.2% | +19.4% |
| 6M | +117.7% | +7.2% | +110.5% | +110.6% |
| YTD | +57.7% | -3.9% | +61.6% | +56.4% |
| 1Y | -12.5% | -3.6% | -8.9% | -13.3% |
| All | -66.5% | +60.9% | -127.4% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling