+12,506.9%
WAT vs AME
+11,442.4%
+1,064.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +2.4% |
| 7D | +6.0% | -1.5% | +7.6% | +6.6% |
| 30D | +9.9% | -4.2% | +14.1% | +11.7% |
| 3M | +17.2% | -5.9% | +23.1% | +19.9% |
| 6M | +34.2% | +2.8% | +31.4% | +32.0% |
| YTD | +25.5% | +16.6% | +8.9% | +16.7% |
| 1Y | +28.3% | +22.1% | +6.1% | +17.0% |
| 3Y | +88.4% | +64.7% | +23.7% | +49.8% |
| 5Y | +36.1% | +76.6% | -40.5% | +5.2% |
| 10Y | +234.8% | +443.9% | -209.1% | +61.4% |
| All | +12,506.9% | +11,442.4% | +1,064.5% | +2,345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling