+12,001.8%
WAT vs AME
+10,978.8%
+1,023.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.1% |
| 7D | -1.1% | -5.2% | +4.1% | +1.0% |
| 30D | +5.0% | -8.0% | +13.0% | +8.6% |
| 3M | +14.5% | -8.9% | +23.4% | +18.7% |
| 6M | +30.9% | -5.0% | +35.9% | +33.1% |
| YTD | +20.5% | +11.9% | +8.6% | +14.0% |
| 1Y | +23.3% | +16.6% | +6.7% | +14.7% |
| 3Y | +81.5% | +62.5% | +19.0% | +45.2% |
| 5Y | +33.4% | +67.6% | -34.2% | +5.4% |
| 10Y | +231.5% | +450.4% | -218.9% | +59.3% |
| All | +12,001.8% | +10,978.8% | +1,023.0% | +2,288.3% |
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