+100.6%
AMT vs NWSA
+148.8%
-48.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -2.7% | -4.8% | +2.1% | -1.5% |
| 30D | +2.0% | +3.0% | -0.9% | +1.3% |
| 3M | -9.3% | +9.3% | -18.6% | -11.3% |
| 6M | -5.2% | +23.2% | -28.4% | -10.1% |
| YTD | +0.5% | +13.3% | -12.9% | -3.0% |
| 1Y | -7.3% | +2.9% | -10.2% | -8.5% |
| 3Y | +6.2% | +43.3% | -37.1% | -5.1% |
| 5Y | -31.2% | +40.9% | -72.1% | -39.6% |
| All | +100.6% | +148.8% | -48.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling