+142.4%
AMT vs IJR
+151.4%
-8.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.5% | +2.2% | -0.7% | +0.6% |
| 30D | +6.8% | +3.8% | +3.0% | +5.1% |
| 3M | +11.2% | -5.7% | +16.9% | +13.8% |
| 6M | +12.5% | +4.6% | +7.8% | +10.0% |
| YTD | +12.5% | +18.0% | -5.5% | +4.4% |
| 1Y | +10.1% | +21.8% | -11.7% | +0.8% |
| 3Y | +16.0% | +61.1% | -45.1% | -9.2% |
| 5Y | -17.2% | +27.3% | -44.5% | -28.5% |
| All | +142.4% | +151.4% | -8.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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