+1,473.8%
AMT vs WM
+995.3%
+478.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +4.4% | +4.5% | -0.1% | +2.7% |
| 30D | +17.7% | +16.1% | +1.7% | +11.3% |
| 3M | +16.7% | +8.0% | +8.6% | +13.2% |
| 6M | +11.1% | +8.4% | +2.7% | +7.6% |
| YTD | +13.9% | +11.2% | +2.7% | +9.0% |
| 1Y | +12.5% | +22.3% | -9.8% | +3.9% |
| 3Y | +13.2% | +50.2% | -37.1% | -4.0% |
| 5Y | -17.9% | +63.3% | -81.2% | -32.6% |
| 10Y | +122.8% | +355.0% | -232.2% | +29.7% |
| All | +1,473.8% | +995.3% | +478.4% | +584.1% |
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