+12.4%
AMT vs W
+21.5%
-9.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.0% | -7.0% | +3.9% |
| 7D | +6.0% | +8.4% | -2.3% | +5.9% |
| 30D | +20.1% | +16.5% | +3.6% | +19.9% |
| 3M | +12.4% | +6.4% | +5.9% | +12.2% |
| 6M | +9.9% | +90.5% | -80.6% | +10.8% |
| YTD | +14.4% | +23.1% | -8.7% | +14.6% |
| 1Y | +12.4% | +24.3% | -11.8% | +12.6% |
| All | +12.4% | +21.5% | -9.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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