+124.5%
AMT vs WING
+742.9%
-618.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.4% | -8.3% | -0.8% |
| 7D | +0.4% | +8.6% | -8.2% | -0.5% |
| 30D | +3.7% | +44.8% | -41.0% | -0.4% |
| 3M | +10.7% | +51.9% | -41.2% | +5.4% |
| 6M | +9.3% | +37.2% | -28.0% | +4.5% |
| YTD | +10.9% | -25.3% | +36.2% | +12.3% |
| 1Y | +10.5% | -25.1% | +35.6% | +11.6% |
| 3Y | +15.5% | -12.9% | +28.5% | +8.4% |
| 5Y | -20.6% | +12.0% | -32.6% | -31.1% |
| 10Y | +124.5% | +716.5% | -591.9% | +55.1% |
| All | +124.5% | +742.9% | -618.3% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling