-98.1%
AMC vs WU
-16.4%
-81.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +2.3% | -0.8% | +3.1% | +2.8% |
| 30D | -0.7% | -1.1% | +0.4% | -0.1% |
| 3M | +35.2% | -3.9% | +39.1% | +32.6% |
| 6M | +124.6% | -20.7% | +145.2% | +151.6% |
| YTD | +69.9% | -18.4% | +88.2% | +86.1% |
| 1Y | -2.6% | -8.1% | +5.5% | -3.4% |
| 3Y | -79.8% | -24.2% | -55.6% | -78.3% |
| 5Y | -99.4% | -50.4% | -48.9% | -99.1% |
| 10Y | -98.9% | -40.0% | -58.8% | -98.5% |
| All | -98.1% | -16.4% | -81.6% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling