+1,523.0%
HWM vs AMT
+113.8%
+1,409.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.1% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | -7.6% | +13.6% | -21.2% | -11.0% |
| 3M | -28.9% | +11.5% | -40.4% | -31.3% |
| 6M | -19.7% | +6.9% | -26.6% | -21.9% |
| YTD | +0.5% | +10.8% | -10.3% | -3.5% |
| 1Y | +0.3% | +10.3% | -10.1% | -3.7% |
| 3Y | +325.8% | +12.4% | +313.4% | +290.8% |
| 5Y | +524.7% | -20.1% | +544.8% | +540.7% |
| All | +1,523.0% | +113.8% | +1,409.2% | +1,440.6% |
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