+112.7%
AMT vs WM
+339.4%
-226.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.4% |
| 7D | +0.5% | +1.2% | -0.7% | -0.2% |
| 30D | +13.6% | +13.1% | +0.5% | +5.4% |
| 3M | +11.5% | +3.6% | +7.8% | +8.9% |
| 6M | +6.9% | +8.1% | -1.1% | +1.5% |
| YTD | +10.8% | +8.9% | +1.9% | +4.2% |
| 1Y | +10.3% | +20.3% | -10.0% | -2.6% |
| 3Y | +12.4% | +46.2% | -33.8% | -15.0% |
| 5Y | -20.1% | +59.9% | -80.0% | -44.0% |
| All | +112.7% | +339.4% | -226.7% | -7.4% |
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