+525.3%
AMT vs IJH
+1,068.3%
-542.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.5% |
| 7D | -0.2% | +1.0% | -1.2% | -1.0% |
| 30D | +1.8% | -3.1% | +5.0% | +4.5% |
| 3M | -6.2% | +1.9% | -8.1% | -8.2% |
| 6M | -5.0% | +11.0% | -16.0% | -13.9% |
| YTD | +2.1% | +14.7% | -12.7% | -10.4% |
| 1Y | -5.7% | +15.6% | -21.3% | -18.1% |
| 3Y | +7.9% | +52.5% | -44.6% | -29.7% |
| 5Y | -32.3% | +49.1% | -81.4% | -56.0% |
| 10Y | +95.0% | +177.7% | -82.6% | -37.2% |
| All | +525.3% | +1,068.3% | -542.9% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling