-31.3%
AMT vs IBN
+61.6%
-92.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | +4.6% | -0.3% | +5.0% | +4.7% |
| 3M | -8.4% | +17.1% | -25.6% | -11.9% |
| 6M | -6.0% | +3.4% | -9.4% | -7.0% |
| YTD | +2.1% | +2.5% | -0.4% | +1.1% |
| 1Y | -6.4% | -4.2% | -2.2% | -5.9% |
| 3Y | +8.1% | +32.4% | -24.3% | -1.9% |
| All | -31.3% | +61.6% | -92.8% | -42.3% |
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 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