+117.9%
WFC vs AMT
+134.0%
-16.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.6% |
| 30D | +3.6% | +4.2% | -0.6% | +2.3% |
| 3M | -1.3% | +13.4% | -14.7% | -5.0% |
| 6M | +18.0% | +9.4% | +8.6% | +14.3% |
| YTD | -5.9% | +11.7% | -17.5% | -10.0% |
| 1Y | +1.8% | +7.1% | -5.4% | -1.4% |
| 3Y | +125.0% | +15.1% | +109.9% | +103.6% |
| 5Y | +92.0% | -17.9% | +109.8% | +94.8% |
| 10Y | +117.9% | +133.5% | -15.6% | +117.2% |
| All | +117.9% | +134.0% | -16.1% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling