-30.9%
AMT vs WSM
+182.5%
-213.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | +1.5% | +2.6% | -1.2% | +1.2% |
| 30D | +3.7% | -9.3% | +13.0% | +4.7% |
| 3M | -7.2% | +7.1% | -14.3% | -7.9% |
| 6M | -4.2% | +21.7% | -25.9% | -6.3% |
| YTD | +1.9% | +28.7% | -26.9% | -1.1% |
| 1Y | -6.4% | +13.9% | -20.2% | -8.1% |
| 3Y | +7.7% | +232.2% | -224.4% | -14.4% |
| 5Y | -30.9% | +176.4% | -207.3% | -46.0% |
| All | -30.9% | +182.5% | -213.4% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling