+1,311.4%
AMT vs GWW
+4,225.2%
-2,913.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | +4.6% | +3.3% | +1.4% | +3.3% |
| 3M | -8.4% | +2.9% | -11.4% | -9.9% |
| 6M | -6.0% | +15.8% | -21.8% | -11.8% |
| YTD | +2.1% | +32.0% | -29.9% | -9.1% |
| 1Y | -6.4% | +29.9% | -36.3% | -16.5% |
| 3Y | +8.1% | +91.1% | -83.0% | -19.1% |
| 5Y | -31.9% | +223.9% | -255.9% | -59.5% |
| 10Y | +97.1% | +567.0% | -469.9% | -20.5% |
| All | +1,311.4% | +4,225.2% | -2,913.8% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling