+1,311.4%
AMT vs WAT
+3,250.4%
-1,939.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | +4.6% | +2.3% | +2.3% | +3.8% |
| 3M | -8.4% | +8.7% | -17.2% | -11.2% |
| 6M | -6.0% | +28.3% | -34.3% | -14.3% |
| YTD | +2.1% | +7.8% | -5.7% | -2.3% |
| 1Y | -6.4% | +36.6% | -43.0% | -17.3% |
| 3Y | +8.1% | +45.7% | -37.6% | -10.7% |
| 5Y | -31.9% | -3.3% | -28.6% | -36.6% |
| 10Y | +97.1% | +162.1% | -65.0% | +26.7% |
| All | +1,311.4% | +3,250.4% | -1,939.1% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling