+2,491.3%
WMT vs AMT
+1,433.3%
+1,058.0%
-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% | 0.0% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +12.9% | +3.7% | +9.1% | +12.4% |
| 3M | +12.6% | +10.7% | +1.9% | +11.3% |
| 6M | -3.4% | +9.3% | -12.7% | -4.5% |
| YTD | +13.5% | +10.9% | +2.6% | +11.9% |
| 1Y | +23.5% | +10.5% | +13.0% | +21.8% |
| 3Y | +137.3% | +15.5% | +121.8% | +131.6% |
| 5Y | +167.9% | -20.6% | +188.5% | +170.4% |
| 10Y | +526.6% | +124.5% | +402.0% | +466.3% |
| All | +2,491.3% | +1,433.3% | +1,058.0% | +1,801.1% |
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