+9.4%
AMT vs BWA
+15.7%
-6.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | +0.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | +3.7% | -16.1% | +19.8% | +2.9% |
| 3M | +10.7% | -24.6% | +35.3% | +9.3% |
| 6M | +9.3% | -15.7% | +24.9% | +7.6% |
| YTD | +10.9% | +15.1% | -4.1% | +5.3% |
| All | +9.4% | +15.7% | -6.2% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling