-98.1%
AMC vs WTW
+252.7%
-350.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +5.3% |
| 7D | +2.3% | -2.6% | +4.9% | +3.4% |
| 30D | -0.7% | -1.0% | +0.2% | -0.4% |
| 3M | +35.2% | +29.9% | +5.3% | +20.0% |
| 6M | +124.6% | +10.7% | +113.9% | +113.2% |
| YTD | +69.9% | +2.6% | +67.3% | +66.3% |
| 1Y | -2.6% | +2.8% | -5.3% | -5.0% |
| 3Y | -79.8% | +67.3% | -147.0% | -84.5% |
| 5Y | -99.4% | +56.6% | -156.0% | -99.5% |
| 10Y | -98.9% | +204.1% | -302.9% | -99.3% |
| All | -98.1% | +252.7% | -350.7% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling