+1,431.6%
AMT vs WST
+7,224.9%
-5,793.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -3.3% |
| 7D | +0.5% | -3.1% | +3.6% | +1.5% |
| 30D | +13.6% | +9.1% | +4.5% | +10.3% |
| 3M | +11.5% | +14.7% | -3.2% | +6.2% |
| 6M | +6.9% | +28.0% | -21.1% | -2.2% |
| YTD | +10.8% | +45.6% | -34.8% | -4.0% |
| 1Y | +10.3% | +45.7% | -35.3% | -4.6% |
| 3Y | +12.4% | +21.1% | -8.7% | -7.2% |
| 5Y | -20.1% | +0.3% | -20.4% | -31.6% |
| 10Y | +116.8% | +449.0% | -332.2% | -13.5% |
| All | +1,431.6% | +7,224.9% | -5,793.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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