+142.4%
AMT vs WSM
+1,131.4%
-988.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +6.8% | +5.1% | +1.7% | +6.1% |
| 3M | +11.2% | +5.1% | +6.1% | +10.5% |
| 6M | +12.5% | +48.6% | -36.1% | +7.1% |
| YTD | +12.5% | +44.2% | -31.7% | +7.2% |
| 1Y | +10.1% | +38.1% | -28.0% | +5.4% |
| 3Y | +16.0% | +257.2% | -241.2% | -6.2% |
| 5Y | -17.2% | +165.1% | -182.3% | -32.1% |
| All | +142.4% | +1,131.4% | -988.9% | +53.8% |
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