+594.1%
EWT vs AMT
+491.8%
+102.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.1% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +10.3% | +4.6% | +5.7% | +9.3% |
| 3M | +6.1% | -8.4% | +14.5% | +7.3% |
| 6M | +56.6% | -6.0% | +62.7% | +57.4% |
| YTD | +76.6% | +2.1% | +74.5% | +74.4% |
| 1Y | +97.9% | -6.4% | +104.2% | +98.4% |
| 3Y | +198.0% | +8.1% | +189.9% | +186.6% |
| 5Y | +151.8% | -31.9% | +183.7% | +161.9% |
| 10Y | +514.1% | +97.1% | +417.0% | +416.6% |
| All | +594.1% | +491.8% | +102.3% | +343.1% |
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