+1,311.4%
AMT vs WWD
+10,912.0%
-9,600.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +4.6% | -7.2% | +11.8% | +6.7% |
| 3M | -8.4% | -3.8% | -4.6% | -8.3% |
| 6M | -6.0% | -9.9% | +3.9% | -4.7% |
| YTD | +2.1% | +14.8% | -12.7% | -4.1% |
| 1Y | -6.4% | +42.1% | -48.5% | -18.0% |
| 3Y | +8.1% | +170.8% | -162.7% | -24.7% |
| 5Y | -31.9% | +197.5% | -229.4% | -55.0% |
| 10Y | +97.1% | +477.8% | -380.7% | -5.3% |
| All | +1,311.4% | +10,912.0% | -9,600.6% | +79.5% |
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