+281.4%
WMB vs AME
+444.5%
-163.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +7.8% | +5.9% | +1.9% | +4.5% |
| 30D | -5.1% | -1.9% | -3.2% | -4.1% |
| 3M | -4.7% | -5.4% | +0.6% | -2.0% |
| 6M | -7.4% | +4.9% | -12.3% | -10.4% |
| YTD | +17.5% | +18.5% | -1.0% | +5.4% |
| 1Y | +19.5% | +25.5% | -6.0% | +3.6% |
| 3Y | +121.3% | +63.0% | +58.3% | +58.7% |
| 5Y | +200.5% | +78.3% | +122.2% | +98.9% |
| All | +281.4% | +444.5% | -163.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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