+514.6%
WMT vs AMC
-97.7%
+612.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.7% |
| 7D | +1.6% | +2.6% | -1.0% | +1.6% |
| 30D | +16.1% | +9.0% | +7.0% | +16.0% |
| 3M | +12.3% | +22.2% | -9.9% | +12.3% |
| 6M | -3.1% | +91.5% | -94.6% | -3.1% |
| YTD | +13.4% | +101.3% | -87.9% | +13.3% |
| 1Y | +24.5% | +20.8% | +3.7% | +24.4% |
| 3Y | +135.7% | -71.3% | +207.0% | +135.6% |
| 5Y | +166.8% | -99.2% | +266.1% | +166.2% |
| 10Y | +543.4% | -98.7% | +642.2% | +572.7% |
| All | +514.6% | -97.7% | +612.3% | +524.8% |
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