+106.2%
AMT vs WTW
+198.0%
-91.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +1.1% | -5.7% | +6.9% | +3.4% |
| 30D | +4.4% | -7.3% | +11.6% | +7.3% |
| 3M | -5.2% | +21.5% | -26.6% | -12.4% |
| 6M | -0.8% | +9.6% | -10.5% | -5.4% |
| YTD | +3.3% | -3.3% | +6.6% | +2.8% |
| 1Y | -6.0% | -6.1% | +0.1% | -5.4% |
| 3Y | +9.6% | +61.8% | -52.2% | -14.0% |
| 5Y | -29.2% | +42.7% | -71.9% | -42.2% |
| All | +106.2% | +198.0% | -91.8% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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