+95.0%
AMT vs BWA
+142.9%
-47.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.2% | +4.3% | -4.4% | -0.7% |
| 30D | +1.8% | -2.9% | +4.7% | +2.1% |
| 3M | -6.2% | -12.4% | +6.2% | -4.9% |
| 6M | -5.0% | +28.6% | -33.5% | -8.8% |
| YTD | +2.1% | +48.2% | -46.2% | -4.5% |
| 1Y | -5.7% | +50.9% | -56.7% | -12.1% |
| 3Y | +7.9% | +72.2% | -64.2% | -2.5% |
| 5Y | -32.3% | +91.1% | -123.4% | -40.8% |
| 10Y | +95.0% | +144.0% | -49.0% | +51.2% |
| All | +95.0% | +142.9% | -47.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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