+1,431.6%
AMT vs WAB
+2,416.1%
-984.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.2% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | +13.6% | +0.4% | +13.2% | +13.3% |
| 3M | +11.5% | -3.8% | +15.3% | +12.4% |
| 6M | +6.9% | +5.1% | +1.9% | +4.4% |
| YTD | +10.8% | +33.3% | -22.5% | +0.9% |
| 1Y | +10.3% | +39.8% | -29.5% | -1.1% |
| 3Y | +12.4% | +161.1% | -148.6% | -17.9% |
| 5Y | -20.1% | +209.5% | -229.5% | -45.1% |
| 10Y | +116.8% | +293.8% | -177.0% | +25.1% |
| All | +1,431.6% | +2,416.1% | -984.5% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling