+95.0%
AMT vs BBWI
-56.0%
+151.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.1% | +0.2% |
| 7D | -0.2% | +1.6% | -1.7% | -0.3% |
| 30D | +1.8% | -6.2% | +8.1% | +2.3% |
| 3M | -6.2% | +4.3% | -10.5% | -6.8% |
| 6M | -5.0% | -7.2% | +2.2% | -5.0% |
| YTD | +2.1% | -3.0% | +5.1% | +1.4% |
| 1Y | -5.7% | -30.8% | +25.0% | -4.1% |
| 3Y | +7.9% | -43.4% | +51.3% | +9.3% |
| 5Y | -32.3% | -66.7% | +34.4% | -29.4% |
| 10Y | +95.0% | -55.7% | +150.7% | +83.6% |
| All | +95.0% | -56.0% | +151.0% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling