-13.5%
AMT vs WTW
+55.3%
-68.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.3% |
| 7D | +1.5% | +2.0% | -0.5% | +0.8% |
| 30D | +6.8% | +12.9% | -6.1% | +2.4% |
| 3M | +11.2% | +0.7% | +10.5% | +10.7% |
| 6M | +12.5% | +39.5% | -27.0% | -0.5% |
| YTD | +12.5% | +3.1% | +9.4% | +9.7% |
| 1Y | +10.1% | +4.8% | +5.3% | +6.6% |
| 3Y | +16.0% | +42.9% | -26.9% | -5.0% |
| All | -13.5% | +55.3% | -68.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling