+1,443.4%
AMT vs WSM
+6,535.5%
-5,092.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | +4.2% | +10.1% | -5.9% | +1.9% |
| 3M | +13.4% | +4.9% | +8.5% | +11.9% |
| 6M | +9.4% | +49.8% | -40.4% | -0.7% |
| YTD | +11.7% | +48.7% | -37.1% | +1.0% |
| 1Y | +7.1% | +38.7% | -31.6% | -1.8% |
| 3Y | +15.1% | +269.5% | -254.5% | -21.2% |
| 5Y | -17.9% | +179.0% | -196.9% | -42.4% |
| 10Y | +133.5% | +1,162.3% | -1,028.8% | -0.8% |
| All | +1,443.4% | +6,535.5% | -5,092.2% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling