-5.7%
AMT vs WEC
+3.0%
-8.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.7% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | +1.8% | +0.3% | +1.5% | +1.5% |
| 3M | -6.2% | -2.9% | -3.3% | -4.9% |
| 6M | -5.0% | -5.9% | +0.9% | -1.9% |
| YTD | +2.1% | +4.1% | -2.1% | +1.6% |
| 1Y | -5.7% | +3.1% | -8.9% | -2.4% |
| All | -5.7% | +3.0% | -8.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling