+142.4%
AMT vs GWW
+658.3%
-515.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +1.5% | +3.6% | -2.0% | +0.7% |
| 30D | +6.8% | +12.1% | -5.3% | +4.0% |
| 3M | +11.2% | +12.9% | -1.7% | +8.1% |
| 6M | +12.5% | +19.3% | -6.8% | +7.5% |
| YTD | +12.5% | +48.7% | -36.2% | +1.6% |
| 1Y | +10.1% | +60.5% | -50.4% | -2.5% |
| 3Y | +16.0% | +93.3% | -77.2% | -4.1% |
| 5Y | -17.2% | +219.0% | -236.1% | -40.8% |
| All | +142.4% | +658.3% | -515.9% | +48.2% |
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