+462.7%
EWT vs AMT
+134.0%
+328.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +3.2% | -2.4% | +5.6% | +3.7% |
| 30D | -12.3% | +4.2% | -16.5% | -13.2% |
| 3M | -3.6% | +13.4% | -17.0% | -6.2% |
| 6M | +3.1% | +9.4% | -6.3% | +0.4% |
| YTD | +57.7% | +11.7% | +46.0% | +52.3% |
| 1Y | +60.3% | +7.1% | +53.1% | +56.3% |
| 3Y | +163.4% | +15.1% | +148.3% | +146.0% |
| 5Y | +127.4% | -17.9% | +145.3% | +129.9% |
| 10Y | +462.7% | +133.5% | +329.2% | +360.2% |
| All | +462.7% | +134.0% | +328.7% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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