+4.7%
HWM vs AMT
+12.4%
-7.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.8% | +1.6% | -3.4% | -1.8% |
| 30D | -2.7% | +4.5% | -7.2% | -2.7% |
| 3M | -22.7% | +13.8% | -36.5% | -23.2% |
| 6M | -18.9% | +10.0% | -29.0% | -19.3% |
| YTD | +7.1% | +11.8% | -4.7% | +7.1% |
| 1Y | +4.7% | +10.2% | -5.6% | +5.5% |
| All | +4.7% | +12.4% | -7.7% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling