-98.7%
AMC vs WWD
+461.1%
-559.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.2% |
| 7D | +2.6% | +4.2% | -1.5% | +0.7% |
| 30D | +9.0% | -2.1% | +11.2% | +10.4% |
| 3M | +22.2% | -13.2% | +35.4% | +30.7% |
| 6M | +91.5% | -16.9% | +108.3% | +106.4% |
| YTD | +101.3% | +5.2% | +96.1% | +89.9% |
| 1Y | +20.8% | +20.6% | +0.2% | +5.3% |
| 3Y | -71.3% | +146.3% | -217.6% | -84.1% |
| 5Y | -99.2% | +171.3% | -270.6% | -99.6% |
| All | -98.7% | +461.1% | -559.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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