-99.5%
AMC vs WTW
+54.0%
-153.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -1.6% |
| 7D | -0.8% | -2.7% | +2.0% | +0.9% |
| 30D | -1.2% | -5.6% | +4.5% | +2.3% |
| 3M | +42.2% | +26.5% | +15.7% | +21.4% |
| 6M | +118.8% | +8.1% | +110.7% | +105.4% |
| YTD | +64.1% | -0.3% | +64.4% | +61.6% |
| 1Y | -9.5% | -0.9% | -8.7% | -11.1% |
| 3Y | -64.3% | +66.6% | -131.0% | -79.2% |
| 5Y | -99.5% | +54.0% | -153.4% | -99.7% |
| All | -99.5% | +54.0% | -153.5% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling