-6.3%
AMT vs WOLF
+51.6%
-57.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.4% | -0.3% |
| 7D | +1.5% | +2.4% | -0.9% | +1.5% |
| 30D | +3.7% | -6.9% | +10.6% | +3.6% |
| 3M | -7.2% | -44.1% | +36.9% | -7.6% |
| 6M | -4.2% | +53.6% | -57.8% | -4.0% |
| YTD | +1.9% | +56.7% | -54.8% | +2.2% |
| All | -6.3% | +51.6% | -57.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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