+113.2%
WDC vs AMT
+13.5%
+99.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.8% | -4.0% |
| 7D | -18.3% | +6.0% | -24.4% | -14.8% |
| 30D | -26.7% | +20.1% | -46.8% | -17.1% |
| 3M | -40.9% | +12.4% | -53.3% | -35.7% |
| 6M | -26.8% | +9.9% | -36.7% | -18.7% |
| YTD | +88.2% | +14.4% | +73.8% | +108.7% |
| 1Y | +113.2% | +12.4% | +100.7% | +137.6% |
| All | +113.2% | +13.5% | +99.7% | +137.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling