+1,352.0%
HWM vs AMT
+114.8%
+1,237.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -2.4% | +4.4% | -6.8% | -3.6% |
| 30D | -13.3% | +17.7% | -31.0% | -17.2% |
| 3M | -31.0% | +16.7% | -47.7% | -34.1% |
| 6M | -17.1% | +11.1% | -28.3% | -20.3% |
| YTD | -1.9% | +13.9% | -15.7% | -6.5% |
| 1Y | -2.4% | +12.5% | -14.9% | -6.7% |
| 3Y | +322.2% | +13.2% | +309.0% | +287.6% |
| 5Y | +509.8% | -17.9% | +527.7% | +521.2% |
| 10Y | +1,453.8% | +122.8% | +1,331.0% | +1,334.5% |
| All | +1,352.0% | +114.8% | +1,237.2% | +1,236.8% |
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