+142.4%
AMT vs W
+212.4%
-69.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +6.8% | +6.8% | 0.0% | +6.3% |
| 3M | +11.2% | +10.7% | +0.5% | +10.3% |
| 6M | +12.5% | +86.3% | -73.9% | +7.2% |
| YTD | +12.5% | +11.5% | +1.0% | +10.3% |
| 1Y | +10.1% | +5.1% | +5.0% | +8.2% |
| 3Y | +16.0% | +171.0% | -155.0% | +2.7% |
| 5Y | -17.2% | -56.6% | +39.5% | -21.7% |
| All | +142.4% | +212.4% | -69.9% | +89.1% |
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