+133.5%
AMT vs IBB
+133.2%
+0.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | +4.2% | +6.8% | -2.6% | +1.2% |
| 3M | +13.4% | +9.2% | +4.2% | +8.9% |
| 6M | +9.4% | +28.3% | -19.0% | -2.2% |
| YTD | +11.7% | +29.4% | -17.7% | -1.0% |
| 1Y | +7.1% | +33.2% | -26.0% | -6.2% |
| 3Y | +15.1% | +90.2% | -75.1% | -15.8% |
| 5Y | -17.9% | +44.0% | -61.9% | -32.6% |
| 10Y | +133.5% | +133.1% | +0.4% | +59.0% |
| All | +133.5% | +133.2% | +0.4% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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