-18.8%
AMT vs GWW
+220.0%
-238.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | +1.6% | +5.5% | -3.9% | +0.5% |
| 30D | +4.5% | +14.4% | -9.9% | +1.5% |
| 3M | +13.8% | +13.7% | +0.1% | +10.7% |
| 6M | +10.0% | +20.1% | -10.0% | +5.2% |
| YTD | +11.8% | +47.1% | -35.3% | +1.0% |
| 1Y | +10.2% | +56.2% | -46.0% | -2.0% |
| 3Y | +15.1% | +90.5% | -75.4% | -7.9% |
| 5Y | -18.8% | +221.2% | -240.1% | -50.6% |
| All | -18.8% | +220.0% | -238.8% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling