+247.7%
WMB vs AMC
-97.8%
+345.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -12.5% | +7.2% | -4.9% |
| 7D | -14.2% | 0.0% | -14.2% | -14.2% |
| 30D | -11.2% | +4.4% | -15.7% | -11.4% |
| 3M | -9.9% | +15.4% | -25.2% | -10.5% |
| 6M | -14.4% | +93.7% | -108.1% | -16.9% |
| YTD | +9.2% | +97.4% | -88.2% | +5.6% |
| 1Y | +15.1% | +23.2% | -8.1% | +12.9% |
| 3Y | +99.2% | -71.3% | +170.5% | +101.0% |
| 5Y | +180.2% | -99.3% | +279.5% | +205.4% |
| 10Y | +273.7% | -98.7% | +372.5% | +281.6% |
| All | +247.7% | -97.8% | +345.5% | +184.7% |
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