+133.7%
AMT vs IAG
+336.8%
-203.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.4% | +1.1% |
| 7D | +1.6% | +16.8% | -15.2% | +0.6% |
| 30D | +4.5% | -1.5% | +6.0% | +4.4% |
| 3M | +13.8% | +0.5% | +13.3% | +13.5% |
| 6M | +10.0% | -1.0% | +11.0% | +9.5% |
| YTD | +11.8% | +12.3% | -0.6% | +9.5% |
| 1Y | +10.2% | +39.2% | -29.0% | +6.2% |
| 3Y | +15.1% | +712.3% | -697.1% | -4.8% |
| 5Y | -18.8% | +484.2% | -503.1% | -33.6% |
| 10Y | +133.7% | +382.3% | -248.6% | +87.7% |
| All | +133.7% | +336.8% | -203.1% | +87.7% |
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