-20.3%
AMT vs WAT
+32.4%
-52.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | +13.6% | +5.0% | +8.6% | +12.4% |
| 3M | +11.5% | +14.5% | -3.0% | +8.2% |
| 6M | +6.9% | +30.9% | -24.0% | +0.6% |
| YTD | +10.8% | +20.5% | -9.6% | +5.4% |
| 1Y | +10.3% | +23.3% | -13.0% | +4.2% |
| 3Y | +12.4% | +81.5% | -69.1% | -11.7% |
| All | -20.3% | +32.4% | -52.7% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling