-71.9%
AMC vs WWD
+137.0%
-208.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.0% | -6.5% | -10.8% |
| 7D | 0.0% | -2.6% | +2.6% | +0.9% |
| 30D | +4.4% | -7.7% | +12.1% | +6.9% |
| 3M | +15.4% | -17.7% | +33.1% | +21.5% |
| 6M | +93.7% | -15.9% | +109.6% | +100.5% |
| YTD | +97.4% | +1.8% | +95.7% | +94.8% |
| 1Y | +23.2% | +17.4% | +5.8% | +16.9% |
| All | -71.9% | +137.0% | -208.9% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling