+150.8%
AMT vs W
+176.2%
-25.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.2% |
| 7D | -0.2% | -4.2% | +4.0% | 0.0% |
| 30D | +4.6% | -7.6% | +12.2% | +5.1% |
| 3M | -8.4% | +37.2% | -45.6% | -10.7% |
| 6M | -6.0% | +26.3% | -32.4% | -8.1% |
| YTD | +2.1% | -1.0% | +3.1% | +1.0% |
| 1Y | -6.4% | +20.1% | -26.5% | -9.0% |
| 3Y | +8.1% | +37.8% | -29.7% | +0.9% |
| 5Y | -31.9% | -63.7% | +31.7% | -34.9% |
| 10Y | +97.1% | +156.3% | -59.2% | +54.4% |
| All | +150.8% | +176.2% | -25.4% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling