+7.0%
AMT vs IAG
+790.4%
-783.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +4.6% | +28.9% | -24.3% | +3.2% |
| 3M | -8.4% | +19.1% | -27.6% | -9.4% |
| 6M | -6.0% | -10.3% | +4.2% | -5.6% |
| YTD | +2.1% | +24.2% | -22.1% | -0.1% |
| 1Y | -6.4% | +116.5% | -122.9% | -12.9% |
| All | +7.0% | +790.4% | -783.4% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling