+95.0%
AMT vs WAT
+153.6%
-58.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -0.2% | -0.7% | +0.6% | 0.0% |
| 30D | +1.8% | -1.0% | +2.8% | +2.0% |
| 3M | -6.2% | +10.9% | -17.1% | -9.0% |
| 6M | -5.0% | +33.2% | -38.2% | -13.0% |
| YTD | +2.1% | +6.1% | -4.0% | -1.1% |
| 1Y | -5.7% | +30.2% | -36.0% | -14.3% |
| 3Y | +7.9% | +52.9% | -44.9% | -11.9% |
| 5Y | -32.3% | -5.1% | -27.2% | -35.8% |
| 10Y | +95.0% | +152.6% | -57.6% | +31.2% |
| All | +95.0% | +153.6% | -58.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling