+7.9%
AMT vs WY
-23.0%
+30.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | -0.2% | -2.1% | +1.9% | +0.7% |
| 30D | +1.8% | -10.5% | +12.3% | +6.5% |
| 3M | -6.2% | -4.9% | -1.3% | -4.7% |
| 6M | -5.0% | -4.9% | -0.1% | -3.7% |
| YTD | +2.1% | -1.7% | +3.7% | +1.6% |
| 1Y | -5.7% | -9.4% | +3.6% | -2.7% |
| 3Y | +7.9% | -22.3% | +30.2% | +17.0% |
| All | +7.9% | -23.0% | +30.9% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling