-30.8%
AMT vs NWSA
+40.6%
-71.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | -0.2% | -2.6% | +2.5% | +0.5% |
| 30D | +1.8% | +4.6% | -2.7% | +0.7% |
| 3M | -6.2% | +10.2% | -16.4% | -8.5% |
| 6M | -5.0% | +21.6% | -26.6% | -9.5% |
| YTD | +2.1% | +14.6% | -12.6% | -1.6% |
| 1Y | -5.7% | +0.4% | -6.1% | -6.3% |
| 3Y | +7.9% | +45.0% | -37.1% | -5.1% |
| All | -30.8% | +40.6% | -71.4% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling