+4,666.7%
WMB vs AME
+18,019.4%
-13,352.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.5% |
| 7D | -13.8% | -5.2% | -8.6% | -11.5% |
| 30D | -10.3% | -8.0% | -2.3% | -6.6% |
| 3M | -10.1% | -8.9% | -1.2% | -6.0% |
| 6M | -11.8% | -5.0% | -6.9% | -10.1% |
| YTD | +8.9% | +11.9% | -2.9% | +2.0% |
| 1Y | +14.0% | +16.6% | -2.7% | +4.4% |
| 3Y | +100.5% | +62.5% | +38.1% | +52.4% |
| 5Y | +179.5% | +67.6% | +111.9% | +106.2% |
| 10Y | +272.7% | +450.4% | -177.6% | +53.2% |
| All | +4,666.7% | +18,019.4% | -13,352.7% | +713.7% |
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