-97.7%
AMC vs WWD
+668.1%
-765.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.0% | -6.5% | -9.5% |
| 7D | 0.0% | -2.6% | +2.6% | +1.5% |
| 30D | +4.4% | -7.7% | +12.1% | +8.8% |
| 3M | +15.4% | -17.7% | +33.1% | +26.6% |
| 6M | +93.7% | -15.9% | +109.6% | +107.2% |
| YTD | +97.4% | +1.8% | +95.7% | +89.9% |
| 1Y | +23.2% | +17.4% | +5.8% | +9.4% |
| 3Y | -71.3% | +137.1% | -208.4% | -83.4% |
| 5Y | -99.3% | +162.4% | -261.7% | -99.6% |
| 10Y | -98.7% | +452.5% | -551.2% | -99.6% |
| All | -97.7% | +668.1% | -765.8% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling