+100.6%
AMT vs WSM
+1,058.9%
-958.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | +2.0% | -10.7% | +12.7% | +3.3% |
| 3M | -9.3% | +8.5% | -17.8% | -10.3% |
| 6M | -5.2% | +19.6% | -24.9% | -7.4% |
| YTD | +0.5% | +26.6% | -26.1% | -2.7% |
| 1Y | -7.3% | +12.0% | -19.2% | -9.1% |
| 3Y | +6.2% | +226.6% | -220.4% | -13.1% |
| 5Y | -31.2% | +174.1% | -205.3% | -43.7% |
| All | +100.6% | +1,058.9% | -958.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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