+105.4%
AMT vs IAG
+401.0%
-295.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +1.5% | +1.7% | -0.2% | +1.3% |
| 30D | +3.7% | +11.4% | -7.7% | +2.9% |
| 3M | -7.2% | +33.0% | -40.2% | -9.2% |
| 6M | -4.2% | -6.0% | +1.8% | -4.3% |
| YTD | +1.9% | +24.6% | -22.7% | -0.7% |
| 1Y | -6.4% | +105.0% | -111.4% | -12.4% |
| 3Y | +7.7% | +837.9% | -830.2% | -12.0% |
| 5Y | -30.9% | +817.0% | -847.9% | -45.1% |
| 10Y | +105.4% | +425.3% | -319.9% | +61.5% |
| All | +105.4% | +401.0% | -295.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IAG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling