-98.7%
AMC vs WU
-36.4%
-62.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.5% |
| 7D | +6.6% | +9.1% | -2.5% | -0.2% |
| 30D | +14.1% | +12.1% | +2.0% | +4.8% |
| 3M | +31.3% | +0.3% | +30.9% | +29.1% |
| 6M | +126.7% | -19.1% | +145.8% | +148.9% |
| YTD | +117.9% | -19.2% | +137.2% | +138.2% |
| 1Y | +41.1% | -15.3% | +56.4% | +48.2% |
| 3Y | -61.0% | -21.3% | -39.6% | -59.3% |
| 5Y | -99.1% | -41.7% | -57.5% | -98.9% |
| 10Y | -98.7% | -36.0% | -62.7% | -98.3% |
| All | -98.7% | -36.4% | -62.3% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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