+112.7%
AMT vs SW
+182.7%
-70.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.6% |
| 7D | +0.5% | +2.3% | -1.8% | +0.4% |
| 30D | +13.6% | +6.8% | +6.8% | +13.2% |
| 3M | +11.5% | -5.2% | +16.7% | +11.7% |
| 6M | +6.9% | +7.4% | -0.5% | +6.3% |
| YTD | +10.8% | +17.4% | -6.6% | +9.5% |
| 1Y | +10.3% | +27.1% | -16.8% | +8.6% |
| 3Y | +12.4% | +47.9% | -35.4% | +8.5% |
| 5Y | -20.1% | -2.6% | -17.5% | -22.3% |
| All | +112.7% | +182.7% | -70.0% | +99.8% |
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