+105.7%
AMT vs IAG
+390.5%
-284.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.2% | +4.3% | -4.4% | -0.4% |
| 30D | +1.8% | +9.8% | -7.9% | +1.2% |
| 3M | -6.2% | +28.9% | -35.1% | -8.0% |
| 6M | -5.0% | -7.6% | +2.6% | -5.1% |
| YTD | +2.1% | +22.0% | -19.9% | -0.4% |
| 1Y | -5.7% | +99.5% | -105.2% | -11.7% |
| 3Y | +7.9% | +818.3% | -810.3% | -11.7% |
| 5Y | -32.3% | +785.9% | -818.2% | -46.1% |
| All | +105.7% | +390.5% | -284.8% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling