+1,474.6%
HWM vs AMT
+136.5%
+1,338.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +7.3% | +1.5% | +5.8% | +6.9% |
| 30D | +1.6% | +6.8% | -5.2% | -0.4% |
| 3M | -21.9% | +11.2% | -33.1% | -24.4% |
| 6M | -19.0% | +12.5% | -31.5% | -22.5% |
| YTD | +7.9% | +12.5% | -4.6% | +3.1% |
| 1Y | +9.9% | +10.1% | -0.2% | +5.6% |
| 3Y | +342.1% | +16.0% | +326.1% | +300.8% |
| 5Y | +600.8% | -17.2% | +617.9% | +610.3% |
| All | +1,474.6% | +136.5% | +1,338.1% | +1,330.8% |
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