+1,433.3%
AMT vs WAB
+2,545.6%
-1,112.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.3% |
| 7D | +0.4% | +4.0% | -3.6% | -0.8% |
| 30D | +3.7% | +4.5% | -0.8% | +2.2% |
| 3M | +10.7% | +2.3% | +8.4% | +9.6% |
| 6M | +9.3% | +12.5% | -3.2% | +4.6% |
| YTD | +10.9% | +40.2% | -29.2% | -0.5% |
| 1Y | +10.5% | +45.2% | -34.7% | -2.0% |
| 3Y | +15.5% | +171.8% | -156.3% | -16.6% |
| 5Y | -20.6% | +217.6% | -238.2% | -45.9% |
| 10Y | +124.5% | +285.3% | -160.8% | +30.9% |
| All | +1,433.3% | +2,545.6% | -1,112.3% | +309.6% |
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 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