-97.7%
AMC vs WY
+12.5%
-110.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +5.0% | +3.4% |
| 7D | +2.6% | +3.1% | -0.5% | +1.1% |
| 30D | +9.0% | +13.0% | -4.0% | +2.3% |
| 3M | +22.2% | -16.8% | +39.0% | +33.4% |
| 6M | +91.5% | -11.2% | +102.6% | +99.8% |
| YTD | +101.3% | -9.1% | +110.4% | +107.5% |
| 1Y | +20.8% | -4.8% | +25.5% | +21.3% |
| 3Y | -71.3% | -25.3% | -46.1% | -68.0% |
| 5Y | -99.2% | -33.2% | -66.1% | -99.1% |
| 10Y | -98.7% | +6.6% | -105.3% | -98.9% |
| All | -97.7% | +12.5% | -110.2% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling