+1,311.4%
AMT vs WM
+889.8%
+421.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +4.6% | -2.4% | +7.0% | +5.6% |
| 3M | -8.4% | +0.4% | -8.9% | -8.7% |
| 6M | -6.0% | -9.5% | +3.5% | -2.7% |
| YTD | +2.1% | +0.5% | +1.6% | +1.6% |
| 1Y | -6.4% | -1.1% | -5.3% | -6.4% |
| 3Y | +8.1% | +46.0% | -38.0% | -7.4% |
| 5Y | -31.9% | +51.8% | -83.7% | -42.5% |
| 10Y | +97.1% | +307.5% | -210.4% | +19.7% |
| All | +1,311.4% | +889.8% | +421.5% | +537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling