-30.9%
AMT vs GWW
+221.1%
-252.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.5% | -0.5% | +1.9% | +1.5% |
| 30D | +3.7% | -1.4% | +5.2% | +4.0% |
| 3M | -7.2% | -3.6% | -3.5% | -6.8% |
| 6M | -4.2% | +15.1% | -19.3% | -7.9% |
| YTD | +1.9% | +27.5% | -25.6% | -4.8% |
| 1Y | -6.4% | +29.6% | -36.0% | -13.0% |
| 3Y | +7.7% | +90.1% | -82.3% | -15.1% |
| 5Y | -30.9% | +222.6% | -253.5% | -54.9% |
| All | -30.9% | +221.1% | -252.0% | -54.9% |
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