+286.9%
AMT vs GWRE
+793.8%
-506.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.8% | +1.3% |
| 7D | -0.2% | -25.6% | +25.4% | +4.5% |
| 30D | +1.8% | -12.2% | +14.1% | +3.5% |
| 3M | -6.2% | +17.7% | -23.9% | -9.9% |
| 6M | -5.0% | -11.3% | +6.4% | -5.0% |
| YTD | +2.1% | -25.5% | +27.6% | +4.8% |
| 1Y | -5.7% | -42.8% | +37.1% | +1.6% |
| 3Y | +7.9% | +59.0% | -51.1% | -9.0% |
| 5Y | -32.3% | +21.6% | -53.9% | -41.3% |
| 10Y | +95.0% | +139.2% | -44.2% | +46.4% |
| All | +286.9% | +793.8% | -506.9% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling