-35.9%
WBD vs AMC
-98.1%
+62.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.8% | -0.7% |
| 7D | -1.8% | +2.3% | -4.1% | -2.0% |
| 30D | +8.8% | -0.7% | +9.5% | +8.7% |
| 3M | +4.6% | +35.2% | -30.6% | +1.4% |
| 6M | +1.1% | +124.6% | -123.5% | -6.1% |
| YTD | -2.0% | +69.9% | -71.8% | -7.4% |
| 1Y | +140.0% | -2.6% | +142.6% | +135.0% |
| 3Y | +144.4% | -79.8% | +224.1% | +153.1% |
| 5Y | -0.2% | -99.4% | +99.2% | +20.0% |
| 10Y | +9.1% | -98.9% | +108.0% | +11.8% |
| All | -35.9% | -98.1% | +62.1% | -43.7% |
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 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