+118.5%
AMT vs SW
+185.4%
-66.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +4.4% | +4.7% | -0.3% | +4.1% |
| 30D | +17.7% | +5.0% | +12.7% | +17.4% |
| 3M | +16.7% | -7.3% | +24.0% | +17.1% |
| 6M | +11.1% | +15.0% | -3.8% | +10.1% |
| YTD | +13.9% | +18.5% | -4.6% | +12.5% |
| 1Y | +12.5% | +27.1% | -14.6% | +10.8% |
| 3Y | +13.2% | +49.3% | -36.2% | +9.2% |
| 5Y | -17.9% | -1.6% | -16.2% | -20.2% |
| All | +118.5% | +185.4% | -66.8% | +105.2% |
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