+520.8%
EWT vs AMT
+96.3%
+424.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | +1.5% | +0.7% | +1.8% |
| 30D | +9.4% | +3.7% | +5.6% | +8.5% |
| 3M | +10.9% | -7.2% | +18.1% | +12.2% |
| 6M | +57.9% | -4.2% | +62.1% | +58.3% |
| YTD | +75.9% | +1.9% | +74.0% | +73.3% |
| 1Y | +89.7% | -6.4% | +96.1% | +90.4% |
| 3Y | +200.9% | +7.7% | +193.1% | +183.7% |
| 5Y | +154.5% | -30.9% | +185.4% | +168.9% |
| 10Y | +520.8% | +105.4% | +415.4% | +381.2% |
| All | +520.8% | +96.3% | +424.5% | +381.2% |
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