+94.2%
AMT vs IBB
+129.6%
-35.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | +4.6% | +10.5% | -5.9% | +0.5% |
| 3M | -8.4% | +23.6% | -32.1% | -16.2% |
| 6M | -6.0% | +22.6% | -28.7% | -13.8% |
| YTD | +2.1% | +25.7% | -23.6% | -7.5% |
| 1Y | -6.4% | +51.4% | -57.8% | -21.6% |
| 3Y | +8.1% | +64.4% | -56.3% | -14.0% |
| 5Y | -31.9% | +22.1% | -54.1% | -39.9% |
| All | +94.2% | +129.6% | -35.4% | +45.5% |
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