+426.8%
AMT vs IBN
+1,779.7%
-1,352.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +1.6% | +15.8% | -14.1% | -1.9% |
| 30D | +4.5% | +25.1% | -20.6% | -1.0% |
| 3M | +13.8% | +16.0% | -2.2% | +9.7% |
| 6M | +10.0% | +32.8% | -22.7% | +2.6% |
| YTD | +11.8% | +18.0% | -6.3% | +6.9% |
| 1Y | +10.2% | +15.9% | -5.7% | +5.8% |
| 3Y | +15.1% | +57.6% | -42.5% | +1.6% |
| 5Y | -18.8% | +74.7% | -93.5% | -30.6% |
| 10Y | +133.7% | +373.9% | -240.3% | +47.6% |
| All | +426.8% | +1,779.7% | -1,352.9% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling