+105.7%
AMT vs WWD
+482.6%
-376.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | +1.8% | -6.4% | +8.3% | +2.9% |
| 3M | -6.2% | -5.6% | -0.6% | -5.8% |
| 6M | -5.0% | -9.1% | +4.1% | -4.3% |
| YTD | +2.1% | +12.5% | -10.5% | -1.6% |
| 1Y | -5.7% | +41.3% | -47.1% | -13.3% |
| 3Y | +7.9% | +170.2% | -162.3% | -15.5% |
| 5Y | -32.3% | +192.5% | -224.8% | -49.0% |
| All | +105.7% | +482.6% | -376.8% | +37.0% |
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