-32.3%
AMT vs WPM
+261.1%
-293.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | +7.0% | -7.2% | -1.3% |
| 30D | +1.8% | +15.7% | -13.9% | -0.8% |
| 3M | -6.2% | +35.2% | -41.4% | -11.5% |
| 6M | -5.0% | +6.1% | -11.1% | -6.6% |
| YTD | +2.1% | +32.6% | -30.5% | -5.4% |
| 1Y | -5.7% | +46.9% | -52.6% | -15.2% |
| 3Y | +7.9% | +276.3% | -268.4% | -25.9% |
| 5Y | -32.3% | +260.0% | -292.3% | -54.8% |
| All | -32.3% | +261.1% | -293.4% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling