-29.4%
AMT vs GWRE
+15.1%
-44.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +1.1% | -13.2% | +14.4% | +3.0% |
| 30D | +4.4% | -18.6% | +22.9% | +6.7% |
| 3M | -5.2% | +18.9% | -24.1% | -8.2% |
| 6M | -0.8% | -11.0% | +10.1% | -0.9% |
| YTD | +3.3% | -29.9% | +33.2% | +6.9% |
| 1Y | -6.0% | -44.3% | +38.3% | +1.1% |
| 3Y | +9.6% | +51.7% | -42.1% | -10.7% |
| All | -29.4% | +15.1% | -44.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling