+970.8%
AMT vs WTW
+1,174.9%
-204.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.3% |
| 7D | -0.2% | -2.6% | +2.4% | +0.7% |
| 30D | +4.6% | -1.0% | +5.6% | +5.0% |
| 3M | -8.4% | +29.9% | -38.4% | -16.9% |
| 6M | -6.0% | +10.7% | -16.7% | -10.2% |
| YTD | +2.1% | +2.6% | -0.5% | -0.4% |
| 1Y | -6.4% | +2.8% | -9.1% | -8.9% |
| 3Y | +8.1% | +67.3% | -59.2% | -12.9% |
| 5Y | -31.9% | +56.6% | -88.6% | -44.3% |
| 10Y | +97.1% | +204.1% | -107.0% | +24.4% |
| All | +970.8% | +1,174.9% | -204.0% | +345.9% |
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