+124.5%
AMT vs IBN
+368.7%
-244.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.2% |
| 7D | +0.4% | +14.6% | -14.2% | -2.6% |
| 30D | +3.7% | +23.5% | -19.8% | -1.0% |
| 3M | +10.7% | +14.0% | -3.3% | +7.5% |
| 6M | +9.3% | +31.1% | -21.9% | +2.7% |
| YTD | +10.9% | +16.6% | -5.6% | +6.7% |
| 1Y | +10.5% | +14.9% | -4.4% | +6.7% |
| 3Y | +15.5% | +56.9% | -41.3% | +2.8% |
| 5Y | -20.6% | +69.7% | -90.3% | -31.2% |
| 10Y | +124.5% | +365.4% | -240.8% | +60.2% |
| All | +124.5% | +368.7% | -244.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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