+7.9%
AMT vs NWSA
+44.8%
-36.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -0.2% | -2.6% | +2.5% | +0.3% |
| 30D | +1.8% | +4.6% | -2.7% | +1.0% |
| 3M | -6.2% | +10.2% | -16.4% | -7.9% |
| 6M | -5.0% | +21.6% | -26.6% | -8.1% |
| YTD | +2.1% | +14.6% | -12.6% | -0.5% |
| 1Y | -5.7% | +0.4% | -6.1% | -6.3% |
| 3Y | +7.9% | +45.0% | -37.1% | -9.2% |
| All | +7.9% | +44.8% | -36.9% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling