+441.1%
HWM vs AMT
+8.2%
+432.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -11.0% | +4.6% | -15.6% | -11.1% |
| 3M | +4.0% | -8.4% | +12.5% | +4.5% |
| 6M | -0.2% | -6.0% | +5.8% | +0.1% |
| YTD | +26.7% | +2.1% | +24.5% | +26.9% |
| 1Y | +44.7% | -6.4% | +51.1% | +45.1% |
| All | +441.1% | +8.2% | +432.9% | +411.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling