+1,773.8%
HWM vs AMT
+92.6%
+1,681.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -11.0% | +4.6% | -15.6% | -12.2% |
| 3M | +4.0% | -8.4% | +12.5% | +6.2% |
| 6M | -0.2% | -6.0% | +5.8% | +0.8% |
| YTD | +26.7% | +2.1% | +24.5% | +24.7% |
| 1Y | +44.7% | -6.4% | +51.1% | +45.8% |
| 3Y | +426.1% | +8.1% | +418.0% | +386.0% |
| 5Y | +738.5% | -31.9% | +770.4% | +808.7% |
| All | +1,773.8% | +92.6% | +1,681.2% | +1,682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling