+485.8%
EWT vs AMT
+547.6%
-61.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.7% | +1.6% | -5.3% | -4.0% |
| 30D | -17.2% | +4.5% | -21.6% | -18.0% |
| 3M | -7.3% | +13.8% | -21.1% | -9.8% |
| 6M | -1.5% | +10.0% | -11.5% | -4.0% |
| YTD | +49.0% | +11.8% | +37.3% | +44.5% |
| 1Y | +50.6% | +10.2% | +40.4% | +46.3% |
| 3Y | +148.9% | +15.1% | +133.7% | +136.5% |
| 5Y | +116.1% | -18.8% | +134.9% | +117.2% |
| 10Y | +427.8% | +133.7% | +294.2% | +329.4% |
| All | +485.8% | +547.6% | -61.8% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling