+149.5%
AMT vs WING
+405.9%
-256.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -0.2% | -3.9% | +3.6% | +0.2% |
| 30D | +4.6% | -11.6% | +16.2% | +5.8% |
| 3M | -8.4% | -24.2% | +15.7% | -6.2% |
| 6M | -6.0% | -54.1% | +48.0% | +1.4% |
| YTD | +2.1% | -53.9% | +56.0% | +9.4% |
| 1Y | -6.4% | -64.4% | +58.0% | +3.0% |
| 3Y | +8.1% | -30.2% | +38.3% | +2.9% |
| 5Y | -31.9% | -34.1% | +2.2% | -37.0% |
| 10Y | +97.1% | +342.1% | -245.0% | +34.9% |
| All | +149.5% | +405.9% | -256.3% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling