+103.4%
AMT vs NWSA
+150.8%
-47.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.5% | -3.1% | +4.5% | +2.2% |
| 30D | +3.7% | +4.3% | -0.5% | +2.7% |
| 3M | -7.2% | +9.2% | -16.4% | -9.3% |
| 6M | -4.2% | +21.6% | -25.7% | -8.8% |
| YTD | +1.9% | +14.2% | -12.3% | -1.8% |
| 1Y | -6.4% | +1.8% | -8.1% | -7.4% |
| 3Y | +7.7% | +44.4% | -36.7% | -3.9% |
| 5Y | -30.9% | +41.0% | -71.9% | -39.4% |
| All | +103.4% | +150.8% | -47.4% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling