+2,491.5%
WMT vs AMT
+1,443.4%
+1,048.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | +11.1% | +4.2% | +6.9% | +10.6% |
| 3M | +11.2% | +13.4% | -2.2% | +9.6% |
| 6M | -1.3% | +9.4% | -10.7% | -2.4% |
| YTD | +13.5% | +11.7% | +1.8% | +11.8% |
| 1Y | +22.5% | +7.1% | +15.4% | +21.2% |
| 3Y | +134.1% | +15.1% | +119.0% | +128.5% |
| 5Y | +170.3% | -17.9% | +188.1% | +171.8% |
| 10Y | +525.5% | +133.5% | +392.0% | +463.2% |
| All | +2,491.5% | +1,443.4% | +1,048.1% | +1,799.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling