+9.7%
AMT vs TW
+209.8%
-200.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.7% | -2.7% | 0.0% | -1.9% |
| 30D | +2.0% | -1.7% | +3.8% | +2.6% |
| 3M | -9.3% | +1.6% | -10.9% | -10.1% |
| 6M | -5.2% | -17.7% | +12.5% | +0.1% |
| YTD | +0.5% | -4.3% | +4.8% | +0.7% |
| 1Y | -7.3% | -13.1% | +5.8% | -4.2% |
| 3Y | +6.2% | +20.3% | -14.1% | -4.9% |
| 5Y | -31.2% | +22.0% | -53.1% | -40.3% |
| All | +9.7% | +209.8% | -200.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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