-18.8%
AMT vs WPM
+233.8%
-252.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +1.6% |
| 7D | +1.6% | +16.4% | -14.7% | -1.0% |
| 30D | +4.5% | -1.5% | +5.9% | +4.4% |
| 3M | +13.8% | +2.6% | +11.2% | +12.7% |
| 6M | +10.0% | -1.3% | +11.4% | +9.3% |
| YTD | +11.8% | +16.8% | -5.0% | +5.5% |
| 1Y | +10.2% | +34.1% | -23.9% | +0.5% |
| 3Y | +15.1% | +225.1% | -210.0% | -19.3% |
| 5Y | -18.8% | +234.5% | -253.3% | -44.5% |
| All | -18.8% | +233.8% | -252.6% | -44.5% |
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