-9.2%
AMT vs WETO
-99.4%
+90.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | -0.2% |
| 7D | +1.5% | -38.7% | +40.1% | +1.2% |
| 30D | +3.7% | -51.3% | +55.1% | +4.4% |
| 3M | -7.2% | -97.8% | +90.6% | -7.5% |
| 6M | -4.2% | -94.8% | +90.6% | -4.4% |
| YTD | +1.9% | -97.2% | +99.1% | +1.1% |
| 1Y | -6.4% | -98.9% | +92.6% | -7.5% |
| All | -9.2% | -99.4% | +90.2% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling