-32.3%
AMT vs WCN
+30.9%
-63.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | +1.8% | -2.1% | +4.0% | +2.8% |
| 3M | -6.2% | +6.4% | -12.6% | -8.8% |
| 6M | -5.0% | -3.7% | -1.3% | -3.7% |
| YTD | +2.1% | -6.4% | +8.4% | +4.4% |
| 1Y | -5.7% | -7.9% | +2.2% | -2.9% |
| 3Y | +7.9% | +20.8% | -12.9% | -5.1% |
| 5Y | -32.3% | +29.0% | -61.3% | -44.0% |
| All | -32.3% | +30.9% | -63.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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