+4.3%
WMT vs AMT
-6.0%
+10.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | +1.5% | -1.7% | -0.5% |
| 30D | -5.8% | +3.7% | -9.6% | -6.6% |
| 3M | -10.8% | -7.2% | -3.6% | -9.6% |
| 6M | -14.3% | -4.2% | -10.2% | -13.9% |
| YTD | -4.4% | +1.9% | -6.3% | -4.7% |
| 1Y | +4.3% | -6.4% | +10.7% | +5.4% |
| All | +4.3% | -6.0% | +10.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling