-20.3%
AMT vs IBN
+68.5%
-88.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.6% |
| 7D | +0.5% | +15.1% | -14.5% | -2.7% |
| 30D | +13.6% | +21.6% | -8.0% | +8.5% |
| 3M | +11.5% | +11.2% | +0.3% | +8.6% |
| 6M | +6.9% | +27.8% | -20.8% | +0.6% |
| YTD | +10.8% | +14.7% | -3.9% | +6.7% |
| 1Y | +10.3% | +14.4% | -4.1% | +6.3% |
| 3Y | +12.4% | +52.1% | -39.7% | -2.3% |
| All | -20.3% | +68.5% | -88.8% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling