-99.1%
AMC vs WTW
+52.0%
-151.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.7% |
| 7D | +5.5% | +1.6% | +3.9% | +4.5% |
| 30D | +16.1% | +12.4% | +3.7% | +7.9% |
| 3M | +43.0% | -2.6% | +45.6% | +44.5% |
| 6M | +130.7% | +30.8% | +99.9% | +92.6% |
| YTD | +121.8% | +2.3% | +119.4% | +114.1% |
| 1Y | +40.7% | +4.9% | +35.8% | +33.4% |
| 3Y | -56.8% | +43.9% | -100.7% | -70.3% |
| 5Y | -99.1% | +53.8% | -152.9% | -99.4% |
| All | -99.1% | +52.0% | -151.1% | -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 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