+649.4%
AMT vs WU
-19.5%
+668.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.3% |
| 7D | +1.6% | +11.0% | -9.4% | -1.9% |
| 30D | +4.5% | +13.4% | -8.9% | 0.0% |
| 3M | +13.8% | +2.2% | +11.6% | +12.4% |
| 6M | +10.0% | -18.2% | +28.2% | +15.8% |
| YTD | +11.8% | -18.3% | +30.0% | +16.7% |
| 1Y | +10.2% | -12.2% | +22.4% | +12.0% |
| 3Y | +15.1% | -20.8% | +36.0% | +18.3% |
| 5Y | -18.8% | -42.6% | +23.7% | -8.7% |
| 10Y | +133.7% | -35.5% | +169.2% | +138.0% |
| All | +649.4% | -19.5% | +668.9% | +509.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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