+140.1%
AMT vs W
+211.1%
-71.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | -0.1% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | +5.8% | +3.2% | +2.5% | +5.5% |
| 3M | +12.6% | +8.3% | +4.3% | +11.8% |
| 6M | +8.3% | +84.3% | -76.0% | +3.3% |
| YTD | +11.4% | +11.0% | +0.4% | +9.2% |
| 1Y | +7.7% | -0.2% | +7.9% | +6.2% |
| 3Y | +14.8% | +157.9% | -143.1% | +2.0% |
| 5Y | -18.0% | -56.8% | +38.8% | -22.4% |
| All | +140.1% | +211.1% | -71.0% | +87.3% |
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