+251.1%
AMT vs NWSA
+101.5%
+149.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.4% | -12.2% | +9.8% | +0.6% |
| 30D | +4.2% | -8.7% | +12.9% | +6.3% |
| 3M | +13.4% | -6.0% | +19.4% | +14.7% |
| 6M | +9.4% | -0.3% | +9.7% | +8.9% |
| YTD | +11.7% | +3.5% | +8.2% | +9.8% |
| 1Y | +7.1% | +0.8% | +6.4% | +6.0% |
| 3Y | +15.1% | +31.1% | -16.1% | +4.5% |
| 5Y | -17.9% | +18.8% | -36.7% | -25.1% |
| 10Y | +133.5% | +147.9% | -14.3% | +60.5% |
| All | +251.1% | +101.5% | +149.6% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling