+95.0%
AMT vs W
+146.2%
-51.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.2% | +6.5% | -6.7% | -0.6% |
| 30D | +1.8% | -6.2% | +8.1% | +2.2% |
| 3M | -6.2% | +48.9% | -55.1% | -9.1% |
| 6M | -5.0% | +31.2% | -36.2% | -7.5% |
| YTD | +2.1% | -0.4% | +2.5% | +0.9% |
| 1Y | -5.7% | +14.8% | -20.6% | -8.2% |
| 3Y | +7.9% | +40.5% | -32.6% | +0.3% |
| 5Y | -32.3% | -62.1% | +29.8% | -35.5% |
| 10Y | +95.0% | +141.5% | -46.5% | +58.8% |
| All | +95.0% | +146.2% | -51.2% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling