+1,311.4%
AMT vs WSM
+5,640.4%
-4,329.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | -0.2% | -3.3% | +3.0% | +0.5% |
| 30D | +4.6% | -8.4% | +13.0% | +6.6% |
| 3M | -8.4% | +9.7% | -18.1% | -10.7% |
| 6M | -6.0% | +16.7% | -22.7% | -9.8% |
| YTD | +2.1% | +28.7% | -26.6% | -4.5% |
| 1Y | -6.4% | +13.7% | -20.0% | -10.4% |
| 3Y | +8.1% | +230.1% | -222.0% | -24.3% |
| 5Y | -31.9% | +179.0% | -210.9% | -52.5% |
| 10Y | +97.1% | +1,002.5% | -905.4% | -13.8% |
| All | +1,311.4% | +5,640.4% | -4,329.0% | +148.5% |
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