+10.1%
AMT vs WOLF
+29.9%
-19.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +0.8% |
| 7D | +1.5% | +4.4% | -2.9% | +1.7% |
| 30D | +6.8% | +1.0% | +5.8% | +7.1% |
| 3M | +11.2% | -21.2% | +32.4% | +11.1% |
| 6M | +12.5% | -60.3% | +72.8% | +12.4% |
| YTD | +12.5% | +42.6% | -30.1% | +10.9% |
| 1Y | +10.1% | +36.5% | -26.4% | +8.5% |
| All | +10.1% | +29.9% | -19.8% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling