+133.5%
AMT vs GWW
+653.9%
-520.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +4.2% | +14.0% | -9.7% | +1.1% |
| 3M | +13.4% | +14.4% | -1.0% | +9.9% |
| 6M | +9.4% | +21.7% | -12.3% | +4.0% |
| YTD | +11.7% | +48.4% | -36.8% | +0.8% |
| 1Y | +7.1% | +58.4% | -51.3% | -4.9% |
| 3Y | +15.1% | +92.3% | -77.2% | -4.8% |
| 5Y | -17.9% | +221.8% | -239.7% | -41.5% |
| 10Y | +133.5% | +657.6% | -524.0% | +41.1% |
| All | +133.5% | +653.9% | -520.4% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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