+644.0%
AMT vs WU
-20.5%
+664.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.4% | +9.1% | -8.7% | -2.6% |
| 30D | +3.7% | +12.1% | -8.4% | -0.3% |
| 3M | +10.7% | +0.3% | +10.4% | +10.1% |
| 6M | +9.3% | -19.1% | +28.4% | +15.4% |
| YTD | +10.9% | -19.2% | +30.2% | +16.3% |
| 1Y | +10.5% | -15.3% | +25.8% | +13.6% |
| 3Y | +15.5% | -21.3% | +36.9% | +19.0% |
| 5Y | -20.6% | -41.7% | +21.1% | -11.2% |
| 10Y | +124.5% | -36.0% | +160.5% | +129.2% |
| All | +644.0% | -20.5% | +664.4% | +507.5% |
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