+133.5%
AMT vs WM
+332.5%
-199.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | -2.4% | +0.8% | -3.1% | -2.8% |
| 30D | +4.2% | +13.8% | -9.6% | -3.7% |
| 3M | +13.4% | +6.4% | +7.0% | +9.0% |
| 6M | +9.4% | +13.2% | -3.8% | +0.9% |
| YTD | +11.7% | +10.8% | +0.9% | +3.9% |
| 1Y | +7.1% | +20.2% | -13.0% | -5.4% |
| 3Y | +15.1% | +46.5% | -31.4% | -13.2% |
| 5Y | -17.9% | +61.3% | -79.1% | -42.8% |
| 10Y | +133.5% | +324.8% | -191.2% | -6.5% |
| All | +133.5% | +332.5% | -199.0% | -6.5% |
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