+123.8%
AMT vs SW
+189.7%
-65.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | 0.0% | +3.8% |
| 7D | +6.0% | +12.1% | -6.0% | +5.4% |
| 30D | +20.1% | +6.6% | +13.5% | +19.7% |
| 3M | +12.4% | -6.0% | +18.4% | +12.7% |
| 6M | +9.9% | +21.5% | -11.5% | +8.6% |
| YTD | +14.4% | +20.3% | -5.9% | +12.9% |
| 1Y | +12.4% | +28.1% | -15.7% | +10.6% |
| 3Y | +13.7% | +51.6% | -37.9% | +9.6% |
| 5Y | -17.8% | -0.1% | -17.7% | -20.2% |
| 10Y | +123.8% | +189.7% | -65.9% | +116.0% |
| All | +123.8% | +189.7% | -65.9% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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