+148.4%
WBD vs AMT
+6.7%
+141.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +5.0% | +1.8% | +3.2% | +4.6% |
| 3M | +6.2% | -6.2% | +12.4% | +7.4% |
| 6M | +0.6% | -5.0% | +5.6% | +1.3% |
| YTD | -2.4% | +2.1% | -4.5% | -3.6% |
| 1Y | +127.7% | -5.7% | +133.4% | +129.0% |
| 3Y | +148.4% | +7.9% | +140.5% | +113.5% |
| All | +148.4% | +6.7% | +141.7% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling