+106.2%
AMT vs IJH
+184.0%
-77.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +1.1% | -1.9% | +3.0% | +2.1% |
| 30D | +4.4% | -4.6% | +9.0% | +6.8% |
| 3M | -5.2% | -1.2% | -4.0% | -4.8% |
| 6M | -0.8% | +9.4% | -10.2% | -5.8% |
| YTD | +3.3% | +13.3% | -10.0% | -3.9% |
| 1Y | -6.0% | +13.4% | -19.4% | -12.8% |
| 3Y | +9.6% | +50.4% | -40.8% | -15.5% |
| 5Y | -29.2% | +49.0% | -78.2% | -45.6% |
| All | +106.2% | +184.0% | -77.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling