+100.6%
AMT vs WY
+7.2%
+93.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | -2.7% | -3.7% | +1.0% | -1.3% |
| 30D | +2.0% | -11.3% | +13.3% | +6.8% |
| 3M | -9.3% | -8.1% | -1.1% | -6.7% |
| 6M | -5.2% | -7.4% | +2.2% | -3.0% |
| YTD | +0.5% | -4.7% | +5.2% | +1.4% |
| 1Y | -7.3% | -9.2% | +1.9% | -4.9% |
| 3Y | +6.2% | -24.7% | +30.9% | +16.1% |
| 5Y | -31.2% | -21.6% | -9.6% | -26.6% |
| All | +100.6% | +7.2% | +93.3% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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