+7.7%
AMT vs IBN
+13.1%
-5.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.2% | +5.7% | -7.9% | -2.8% |
| 30D | +5.8% | +20.5% | -14.7% | +3.2% |
| 3M | +12.6% | +15.2% | -2.7% | +10.2% |
| 6M | +8.3% | +34.5% | -26.2% | +3.1% |
| YTD | +11.4% | +16.4% | -5.0% | +8.2% |
| 1Y | +7.7% | +13.5% | -5.8% | +5.5% |
| All | +7.7% | +13.1% | -5.3% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling