+124.5%
AMT vs WAT
+232.2%
-107.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.0% |
| 7D | +0.4% | +6.0% | -5.7% | -1.2% |
| 30D | +3.7% | +9.9% | -6.2% | +1.0% |
| 3M | +10.7% | +17.2% | -6.4% | +5.9% |
| 6M | +9.3% | +34.2% | -25.0% | +0.3% |
| YTD | +10.9% | +25.5% | -14.6% | +2.6% |
| 1Y | +10.5% | +28.3% | -17.7% | +1.5% |
| 3Y | +15.5% | +88.4% | -72.8% | -11.4% |
| 5Y | -20.6% | +36.1% | -56.7% | -32.7% |
| 10Y | +124.5% | +234.8% | -110.3% | +41.0% |
| All | +124.5% | +232.2% | -107.6% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling