+129.7%
WMT vs AMT
-31.2%
+160.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -5.0% | +1.8% | -6.8% | -5.3% |
| 3M | -11.3% | -6.2% | -5.1% | -10.4% |
| 6M | -13.8% | -5.0% | -8.8% | -13.3% |
| YTD | -4.2% | +2.1% | -6.3% | -4.8% |
| 1Y | +4.6% | -5.7% | +10.3% | +5.2% |
| 3Y | +100.5% | +7.9% | +92.6% | +95.2% |
| 5Y | +129.7% | -32.3% | +162.0% | +140.3% |
| All | +129.7% | -31.2% | +160.9% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling