+1,431.6%
AMT vs WWD
+9,992.5%
-8,560.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -3.6% |
| 7D | +0.5% | +4.2% | -3.6% | -0.8% |
| 30D | +13.6% | -2.1% | +15.7% | +13.9% |
| 3M | +11.5% | -13.2% | +24.6% | +15.4% |
| 6M | +6.9% | -16.9% | +23.8% | +11.2% |
| YTD | +10.8% | +5.2% | +5.6% | +6.3% |
| 1Y | +10.3% | +20.6% | -10.3% | +1.2% |
| 3Y | +12.4% | +146.3% | -133.9% | -19.9% |
| 5Y | -20.1% | +171.3% | -191.4% | -45.8% |
| 10Y | +116.8% | +471.3% | -354.5% | +3.8% |
| All | +1,431.6% | +9,992.5% | -8,560.9% | +98.9% |
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