+12.5%
AMT vs SW
+25.8%
-13.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +4.4% | +4.7% | -0.3% | +4.0% |
| 30D | +17.7% | +5.0% | +12.7% | +17.2% |
| 3M | +16.7% | -7.3% | +24.0% | +17.3% |
| 6M | +11.1% | +15.0% | -3.8% | +9.2% |
| YTD | +13.9% | +18.5% | -4.6% | +10.5% |
| 1Y | +12.5% | +27.1% | -14.6% | +7.9% |
| All | +12.5% | +25.8% | -13.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling