+1,454.7%
AMT vs WY
+186.6%
+1,268.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +6.8% | +10.1% | -3.3% | +2.6% |
| 3M | +11.2% | -15.4% | +26.6% | +18.5% |
| 6M | +12.5% | -8.3% | +20.8% | +15.5% |
| YTD | +12.5% | -9.8% | +22.3% | +15.9% |
| 1Y | +10.1% | -3.9% | +14.0% | +10.4% |
| 3Y | +16.0% | -23.3% | +39.3% | +25.7% |
| 5Y | -17.2% | -31.2% | +14.1% | -6.9% |
| 10Y | +135.2% | +5.5% | +129.7% | +101.2% |
| All | +1,454.7% | +186.6% | +1,268.1% | +723.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling