+100.6%
AMT vs IBN
+316.4%
-215.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -2.7% | -5.5% | +2.8% | -1.5% |
| 30D | +2.0% | -3.4% | +5.4% | +2.7% |
| 3M | -9.3% | +8.7% | -18.0% | -11.0% |
| 6M | -5.2% | +3.7% | -8.9% | -6.2% |
| YTD | +0.5% | -2.4% | +2.8% | +0.5% |
| 1Y | -7.3% | -8.1% | +0.8% | -6.1% |
| 3Y | +6.2% | +26.3% | -20.1% | -0.5% |
| 5Y | -31.2% | +54.9% | -86.1% | -38.9% |
| All | +100.6% | +316.4% | -215.9% | +52.3% |
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