-99.0%
AMC vs WY
+5.8%
-104.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -6.8% | -1.7% | -5.1% | -6.0% |
| 30D | +1.7% | -9.9% | +11.5% | +7.1% |
| 3M | +26.8% | -7.5% | +34.3% | +30.6% |
| 6M | +117.7% | -5.1% | +122.8% | +121.2% |
| YTD | +57.7% | -2.1% | +59.8% | +57.3% |
| 1Y | -12.5% | -7.3% | -5.1% | -10.5% |
| 3Y | -65.7% | -22.6% | -43.1% | -62.3% |
| 5Y | -99.5% | -19.8% | -79.7% | -99.4% |
| 10Y | -99.0% | +9.6% | -108.5% | -99.1% |
| All | -99.0% | +5.8% | -104.7% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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