-18.8%
AMT vs TW
+39.0%
-57.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +1.6% | +3.1% | -1.5% | +0.8% |
| 30D | +4.5% | +16.7% | -12.2% | -0.1% |
| 3M | +13.8% | +25.2% | -11.4% | +6.5% |
| 6M | +10.0% | +19.5% | -9.4% | +4.1% |
| YTD | +11.8% | +21.0% | -9.3% | +4.6% |
| 1Y | +10.2% | +19.0% | -8.7% | +3.7% |
| 3Y | +15.1% | +40.7% | -25.5% | -2.4% |
| 5Y | -18.8% | +40.1% | -59.0% | -33.1% |
| All | -18.8% | +39.0% | -57.9% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling