+105.4%
AMT vs WAB
+282.7%
-177.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +1.5% | +0.2% | +1.2% | +1.4% |
| 30D | +3.7% | -4.6% | +8.3% | +4.5% |
| 3M | -7.2% | +5.6% | -12.8% | -8.4% |
| 6M | -4.2% | +13.8% | -18.0% | -6.8% |
| YTD | +1.9% | +31.9% | -30.0% | -3.5% |
| 1Y | -6.4% | +48.3% | -54.6% | -13.3% |
| 3Y | +7.7% | +167.1% | -159.4% | -12.3% |
| 5Y | -30.9% | +222.9% | -253.8% | -46.0% |
| 10Y | +105.4% | +289.9% | -184.5% | +40.6% |
| All | +105.4% | +282.7% | -177.3% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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