+544.2%
WMT vs AMT
+136.5%
+407.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +2.0% | +1.5% | +0.5% | +1.7% |
| 30D | +10.3% | +6.8% | +3.4% | +8.6% |
| 3M | +11.0% | +11.2% | -0.3% | +8.1% |
| 6M | -2.3% | +12.5% | -14.8% | -5.4% |
| YTD | +15.7% | +12.5% | +3.2% | +11.8% |
| 1Y | +26.0% | +10.1% | +15.9% | +22.3% |
| 3Y | +136.5% | +16.0% | +120.5% | +122.8% |
| 5Y | +176.8% | -17.2% | +194.0% | +181.5% |
| All | +544.2% | +136.5% | +407.8% | +376.0% |
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