+1,079.6%
AMT vs WTW
+1,181.4%
-101.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +11.2% | +0.7% | +10.5% | +10.7% |
| 6M | +12.5% | +39.5% | -27.0% | -0.6% |
| YTD | +12.5% | +3.1% | +9.4% | +9.3% |
| 1Y | +10.1% | +4.8% | +5.3% | +6.3% |
| 3Y | +16.0% | +42.9% | -26.9% | -1.1% |
| 5Y | -17.2% | +55.3% | -72.4% | -32.0% |
| 10Y | +135.2% | +217.2% | -81.9% | +46.3% |
| All | +1,079.6% | +1,181.4% | -101.8% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling