+515.3%
WMT vs AMC
-97.5%
+612.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | +0.1% |
| 7D | -1.6% | +6.6% | -8.2% | -1.6% |
| 30D | +12.9% | +14.1% | -1.2% | +12.8% |
| 3M | +12.6% | +31.3% | -18.7% | +12.6% |
| 6M | -3.4% | +126.7% | -130.1% | -3.5% |
| YTD | +13.5% | +117.9% | -104.4% | +13.4% |
| 1Y | +23.5% | +41.1% | -17.6% | +23.5% |
| 3Y | +137.3% | -61.0% | +198.3% | +137.2% |
| 5Y | +167.9% | -99.1% | +267.1% | +167.3% |
| 10Y | +526.6% | -98.7% | +625.3% | +557.9% |
| All | +515.3% | -97.5% | +612.8% | +525.5% |
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