+9.6%
AMT vs IFF
+29.0%
-19.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +1.1% | -3.2% | +4.3% | +1.9% |
| 30D | +4.4% | -0.3% | +4.6% | +4.4% |
| 3M | -5.2% | +8.4% | -13.6% | -7.4% |
| 6M | -0.8% | +23.0% | -23.9% | -7.5% |
| YTD | +3.3% | +25.5% | -22.2% | -4.0% |
| 1Y | -6.0% | +29.1% | -35.1% | -13.6% |
| 3Y | +9.6% | +31.7% | -22.1% | -6.1% |
| All | +9.6% | +29.0% | -19.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling