-7.3%
AMT vs NWSA
+1.3%
-8.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -2.7% | -4.8% | +2.1% | -1.7% |
| 30D | +2.0% | +3.0% | -0.9% | +1.4% |
| 3M | -9.3% | +9.3% | -18.6% | -11.0% |
| 6M | -5.2% | +23.2% | -28.4% | -8.0% |
| YTD | +0.5% | +13.3% | -12.9% | -1.8% |
| 1Y | -7.3% | +2.9% | -10.2% | -8.9% |
| All | -7.3% | +1.3% | -8.6% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling