+778.3%
WFC vs AMT
+1,431.6%
-653.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +5.2% | +13.6% | -8.4% | +2.7% |
| 3M | -3.0% | +11.5% | -14.5% | -5.1% |
| 6M | +6.2% | +6.9% | -0.7% | +4.5% |
| YTD | -7.9% | +10.8% | -18.7% | -10.3% |
| 1Y | +0.3% | +10.3% | -10.0% | -2.3% |
| 3Y | +117.7% | +12.4% | +105.3% | +108.2% |
| 5Y | +88.4% | -20.1% | +108.4% | +90.4% |
| 10Y | +147.3% | +116.8% | +30.4% | +108.5% |
| All | +778.3% | +1,431.6% | -653.3% | +423.1% |
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