+1,433.3%
AMT vs BBWI
+546.9%
+886.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +0.4% | -6.2% | +6.5% | +1.6% |
| 30D | +3.7% | +25.5% | -21.8% | -1.2% |
| 3M | +10.7% | +8.0% | +2.7% | +8.1% |
| 6M | +9.3% | +12.7% | -3.4% | +4.7% |
| YTD | +10.9% | +11.6% | -0.7% | +5.3% |
| 1Y | +10.5% | -0.9% | +11.4% | +6.2% |
| 3Y | +15.5% | -22.7% | +38.2% | +10.1% |
| 5Y | -20.6% | -67.2% | +46.6% | -12.3% |
| 10Y | +124.5% | -43.7% | +168.2% | +80.9% |
| All | +1,433.3% | +546.9% | +886.4% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling