+2,566.5%
AMT vs IAG
+337.4%
+2,229.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.2% | -9.9% | -3.2% |
| 7D | +0.5% | +21.4% | -20.9% | -0.9% |
| 30D | +13.6% | +4.0% | +9.6% | +13.1% |
| 3M | +11.5% | +17.0% | -5.6% | +9.8% |
| 6M | +6.9% | +1.4% | +5.5% | +6.1% |
| YTD | +10.8% | +13.8% | -2.9% | +8.2% |
| 1Y | +10.3% | +55.8% | -45.5% | +5.0% |
| 3Y | +12.4% | +647.4% | -635.0% | -7.6% |
| 5Y | -20.1% | +519.1% | -539.2% | -35.2% |
| 10Y | +116.8% | +345.6% | -228.8% | +70.7% |
| All | +2,566.5% | +337.4% | +2,229.1% | +1,614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling