-31.3%
AMT vs WEC
+31.0%
-62.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -0.2% | -0.3% | 0.0% | 0.0% |
| 30D | +4.6% | -1.3% | +5.9% | +5.5% |
| 3M | -8.4% | -3.9% | -4.5% | -6.0% |
| 6M | -6.0% | -8.3% | +2.3% | -0.2% |
| YTD | +2.1% | +3.1% | -0.9% | -0.5% |
| 1Y | -6.4% | +1.9% | -8.3% | -8.3% |
| 3Y | +8.1% | +41.9% | -33.9% | -17.5% |
| All | -31.3% | +31.0% | -62.3% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling