+15.1%
AMT vs TW
+41.9%
-26.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +1.6% | +3.1% | -1.5% | +1.2% |
| 30D | +4.5% | +16.7% | -12.2% | +2.0% |
| 3M | +13.8% | +25.2% | -11.4% | +9.9% |
| 6M | +10.0% | +19.5% | -9.4% | +6.8% |
| YTD | +11.8% | +21.0% | -9.3% | +8.1% |
| 1Y | +10.2% | +19.0% | -8.7% | +6.9% |
| 3Y | +15.1% | +40.7% | -25.5% | +13.6% |
| All | +15.1% | +41.9% | -26.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling