+1,433.3%
AMT vs WWD
+10,488.6%
-9,055.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -1.3% |
| 7D | +0.4% | +4.2% | -3.8% | -1.0% |
| 30D | +3.7% | -0.8% | +4.5% | +3.5% |
| 3M | +10.7% | -8.2% | +18.9% | +12.8% |
| 6M | +9.3% | -9.8% | +19.1% | +10.9% |
| YTD | +10.9% | +10.4% | +0.5% | +4.9% |
| 1Y | +10.5% | +25.5% | -14.9% | +0.2% |
| 3Y | +15.5% | +155.8% | -140.2% | -18.5% |
| 5Y | -20.6% | +187.3% | -207.9% | -47.1% |
| 10Y | +124.5% | +462.7% | -338.2% | +8.4% |
| All | +1,433.3% | +10,488.6% | -9,055.3% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling