-8.0%
AMT vs WETO
-99.4%
+91.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.4% | +8.2% | +2.8% |
| 7D | +1.1% | -4.3% | +5.5% | +1.1% |
| 30D | +4.4% | -39.9% | +44.3% | +5.1% |
| 3M | -5.2% | -97.9% | +92.7% | -5.5% |
| 6M | -0.8% | -95.0% | +94.2% | -1.1% |
| YTD | +3.3% | -97.2% | +100.4% | +2.5% |
| 1Y | -6.0% | -98.9% | +92.9% | -7.2% |
| All | -8.0% | -99.4% | +91.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling