+216.9%
SW vs AMC
-98.1%
+315.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +1.2% |
| 7D | -5.1% | +2.3% | -7.4% | -5.1% |
| 30D | -4.6% | -0.7% | -3.8% | -4.6% |
| 3M | +9.4% | +35.2% | -25.8% | +8.9% |
| 6M | +3.5% | +124.6% | -121.1% | +2.4% |
| YTD | +22.0% | +69.9% | -47.8% | +21.0% |
| 1Y | +2.2% | -2.6% | +4.8% | +1.8% |
| 3Y | +19.6% | -79.8% | +99.4% | +19.9% |
| 5Y | -2.3% | -99.4% | +97.1% | -1.3% |
| 10Y | +181.4% | -98.9% | +280.2% | +206.8% |
| All | +216.9% | -98.1% | +315.0% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling