-31.2%
AMT vs IFF
-36.2%
+5.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.0% |
| 30D | +2.0% | -1.1% | +3.1% | +2.3% |
| 3M | -9.3% | +13.8% | -23.1% | -12.7% |
| 6M | -5.2% | +16.7% | -21.9% | -10.2% |
| YTD | +0.5% | +26.1% | -25.7% | -6.9% |
| 1Y | -7.3% | +33.5% | -40.8% | -15.7% |
| 3Y | +6.2% | +31.6% | -25.4% | -4.1% |
| 5Y | -31.2% | -34.9% | +3.7% | -26.3% |
| All | -31.2% | -36.2% | +5.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling