+154.5%
EWT vs AMT
-32.2%
+186.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | +1.5% | +0.7% | +2.0% |
| 30D | +9.4% | +3.7% | +5.6% | +8.9% |
| 3M | +10.9% | -7.2% | +18.1% | +11.9% |
| 6M | +57.9% | -4.2% | +62.1% | +58.3% |
| YTD | +75.9% | +1.9% | +74.0% | +74.2% |
| 1Y | +89.7% | -6.4% | +96.1% | +90.5% |
| 3Y | +200.9% | +7.7% | +193.1% | +185.2% |
| 5Y | +154.5% | -30.9% | +185.4% | +160.3% |
| All | +154.5% | -32.2% | +186.7% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling