+133.7%
AMT vs WWD
+460.9%
-327.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +4.5% | -0.4% | +4.9% | +4.3% |
| 3M | +13.8% | -6.1% | +19.9% | +14.6% |
| 6M | +10.0% | -9.5% | +19.6% | +11.0% |
| YTD | +11.8% | +10.8% | +0.9% | +7.8% |
| 1Y | +10.2% | +23.5% | -13.3% | +3.9% |
| 3Y | +15.1% | +151.3% | -136.1% | -8.8% |
| 5Y | -18.8% | +187.8% | -206.6% | -38.9% |
| 10Y | +133.7% | +461.1% | -327.4% | +55.2% |
| All | +133.7% | +460.9% | -327.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling