+4.7%
WBD vs AMT
-31.2%
+35.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +8.8% | +4.6% | +4.2% | +7.2% |
| 3M | +4.6% | -8.4% | +13.1% | +7.2% |
| 6M | +1.1% | -6.0% | +7.1% | +2.4% |
| YTD | -2.0% | +2.1% | -4.1% | -3.9% |
| 1Y | +140.0% | -6.4% | +146.4% | +142.3% |
| 3Y | +144.4% | +8.1% | +136.3% | +122.0% |
| All | +4.7% | -31.2% | +35.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling