+1,431.6%
AMT vs BBWI
+535.0%
+896.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.0% |
| 7D | +0.5% | -6.2% | +6.7% | +1.8% |
| 30D | +13.6% | +19.9% | -6.3% | +9.2% |
| 3M | +11.5% | +7.1% | +4.3% | +9.0% |
| 6M | +6.9% | +13.7% | -6.7% | +2.3% |
| YTD | +10.8% | +9.6% | +1.2% | +5.6% |
| 1Y | +10.3% | -1.6% | +12.0% | +6.2% |
| 3Y | +12.4% | -25.9% | +38.3% | +8.1% |
| 5Y | -20.1% | -67.8% | +47.7% | -11.4% |
| 10Y | +116.8% | -43.5% | +160.3% | +73.9% |
| All | +1,431.6% | +535.0% | +896.6% | +316.7% |
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