+424.6%
WMT vs AMC
-98.1%
+522.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.2% |
| 7D | +3.9% | +2.3% | +1.6% | +3.9% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | -8.8% | +35.2% | -44.0% | -8.8% |
| 6M | -15.6% | +124.6% | -140.2% | -15.7% |
| YTD | -3.2% | +69.9% | -73.1% | -3.3% |
| 1Y | +7.0% | -2.6% | +9.6% | +7.0% |
| 3Y | +105.3% | -79.8% | +185.1% | +105.2% |
| 5Y | +129.3% | -99.4% | +228.7% | +128.7% |
| 10Y | +423.9% | -98.9% | +522.8% | +446.8% |
| All | +424.6% | -98.1% | +522.7% | +433.4% |
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