+106.2%
AMT vs IJR
+172.1%
-65.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +1.1% | -2.2% | +3.3% | +2.0% |
| 30D | +4.4% | -4.6% | +8.9% | +6.3% |
| 3M | -5.2% | +0.2% | -5.4% | -5.4% |
| 6M | -0.8% | +14.7% | -15.5% | -6.5% |
| YTD | +3.3% | +18.9% | -15.6% | -4.2% |
| 1Y | -6.0% | +19.9% | -26.0% | -13.4% |
| 3Y | +9.6% | +53.0% | -43.4% | -11.6% |
| 5Y | -29.2% | +40.9% | -70.1% | -41.3% |
| All | +106.2% | +172.1% | -65.9% | +27.3% |
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