+27.3%
WAT vs AME
+21.1%
+6.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +3.9% |
| 7D | -1.9% | -4.4% | +2.5% | +0.1% |
| 30D | +6.2% | -5.9% | +12.1% | +9.1% |
| 3M | +18.1% | -6.5% | +24.6% | +21.7% |
| 6M | +54.9% | +3.2% | +51.7% | +50.8% |
| YTD | +23.1% | +16.0% | +7.1% | +7.9% |
| 1Y | +27.3% | +20.4% | +6.9% | +7.8% |
| All | +27.3% | +21.1% | +6.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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