+1,433.3%
AMT vs BWA
+980.4%
+452.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -1.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | +3.7% | -16.1% | +19.8% | +8.7% |
| 3M | +10.7% | -24.6% | +35.3% | +19.3% |
| 6M | +9.3% | -15.7% | +24.9% | +12.5% |
| YTD | +10.9% | +15.1% | -4.1% | +2.3% |
| 1Y | +10.5% | +15.9% | -5.3% | +1.5% |
| 3Y | +15.5% | +67.1% | -51.5% | -8.2% |
| 5Y | -20.6% | +34.7% | -55.3% | -34.6% |
| 10Y | +124.5% | +99.5% | +25.0% | +42.5% |
| All | +1,433.3% | +980.4% | +452.9% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling