-0.1%
SW vs AMC
-99.1%
+99.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.3% | -3.2% | +3.7% |
| 7D | +12.1% | +17.7% | -5.7% | +11.1% |
| 30D | +6.6% | +26.2% | -19.6% | +5.3% |
| 3M | -6.0% | +31.3% | -37.4% | -7.5% |
| 6M | +21.5% | +142.8% | -121.3% | +14.9% |
| YTD | +20.3% | +125.6% | -105.3% | +13.8% |
| 1Y | +28.1% | +40.2% | -12.1% | +23.7% |
| 3Y | +51.6% | -67.2% | +118.8% | +53.8% |
| 5Y | -0.1% | -99.1% | +99.0% | +13.7% |
| All | -0.1% | -99.1% | +99.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling