+93.6%
AMT vs WM
+306.5%
-212.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | +4.6% | -2.4% | +7.0% | +6.1% |
| 3M | -8.4% | +0.4% | -8.9% | -8.9% |
| 6M | -6.0% | -9.5% | +3.5% | -0.7% |
| YTD | +2.1% | +0.5% | +1.6% | +1.0% |
| 1Y | -6.4% | -1.1% | -5.3% | -6.8% |
| 3Y | +8.1% | +46.0% | -38.0% | -18.9% |
| 5Y | -31.9% | +51.8% | -83.7% | -50.9% |
| All | +93.6% | +306.5% | -212.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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