+282.1%
WBD vs AMT
+1,023.7%
-741.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +0.5% | -2.8% | +3.3% | +1.6% |
| 30D | -1.6% | +1.2% | -2.8% | -2.2% |
| 3M | -0.9% | +4.1% | -5.0% | -3.0% |
| 6M | +19.6% | +1.2% | +18.4% | +18.2% |
| YTD | -5.9% | +1.6% | -7.5% | -7.2% |
| 1Y | +200.9% | -16.0% | +216.9% | +218.1% |
| 3Y | +101.4% | +1.4% | +100.0% | +92.1% |
| 5Y | -27.8% | -17.0% | -10.8% | -26.6% |
| 10Y | -4.1% | +112.7% | -116.9% | -42.0% |
| All | +282.1% | +1,023.7% | -741.6% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling