+170.8%
AMT vs WING
+656.3%
-485.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | +0.5% | +9.0% | -8.5% | -0.4% |
| 30D | +13.6% | +39.9% | -26.3% | +9.3% |
| 3M | +11.5% | +40.4% | -29.0% | +6.9% |
| 6M | +6.9% | +12.9% | -6.0% | +4.4% |
| YTD | +10.8% | -31.1% | +41.9% | +13.3% |
| 1Y | +10.3% | -32.7% | +43.0% | +12.8% |
| 3Y | +12.4% | -19.8% | +32.2% | +6.6% |
| 5Y | -20.1% | +4.0% | -24.0% | -29.9% |
| 10Y | +116.8% | +684.4% | -567.6% | +37.9% |
| All | +170.8% | +656.3% | -485.5% | +68.1% |
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 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