+1,311.4%
AMT vs BBWI
+480.0%
+831.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | -0.2% | +1.5% | -1.7% | -0.5% |
| 30D | +4.6% | -5.2% | +9.8% | +5.4% |
| 3M | -8.4% | +11.1% | -19.6% | -11.2% |
| 6M | -6.0% | -13.4% | +7.3% | -5.1% |
| YTD | +2.1% | +0.1% | +2.0% | -0.4% |
| 1Y | -6.4% | -36.1% | +29.7% | -1.3% |
| 3Y | +8.1% | -44.1% | +52.2% | +11.0% |
| 5Y | -31.9% | -66.2% | +34.3% | -25.4% |
| 10Y | +97.1% | -54.8% | +151.9% | +69.1% |
| All | +1,311.4% | +480.0% | +831.3% | +293.3% |
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