+5,376.0%
WMB vs AME
+18,709.1%
-13,333.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | +0.6% | +0.6% | -0.1% | +0.2% |
| 30D | +3.3% | -6.7% | +9.9% | +6.7% |
| 3M | +3.1% | +4.1% | -0.9% | +0.8% |
| 6M | -0.7% | +1.6% | -2.3% | -2.4% |
| YTD | +25.2% | +16.1% | +9.0% | +15.1% |
| 1Y | +32.9% | +27.3% | +5.5% | +16.2% |
| 3Y | +140.6% | +50.9% | +89.7% | +89.7% |
| 5Y | +273.5% | +81.4% | +192.1% | +164.6% |
| 10Y | +334.2% | +417.0% | -82.8% | +83.7% |
| All | +5,376.0% | +18,709.1% | -13,333.1% | +818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling