+1,516.2%
HWM vs AMT
+125.6%
+1,390.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -1.8% | +1.6% | -3.4% | -2.3% |
| 30D | -2.7% | +4.5% | -7.2% | -4.0% |
| 3M | -22.7% | +13.8% | -36.5% | -25.7% |
| 6M | -18.9% | +10.0% | -29.0% | -21.9% |
| YTD | +7.1% | +11.8% | -4.7% | +2.5% |
| 1Y | +4.7% | +10.2% | -5.6% | +0.5% |
| 3Y | +345.6% | +15.1% | +330.4% | +304.9% |
| 5Y | +588.3% | -18.8% | +607.1% | +602.8% |
| 10Y | +1,516.2% | +133.7% | +1,382.5% | +1,391.9% |
| All | +1,516.2% | +125.6% | +1,390.6% | +1,391.9% |
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