-31.2%
AMT vs IJR
+38.0%
-69.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -2.7% | -2.3% | -0.4% | -1.8% |
| 30D | +2.0% | -4.7% | +6.7% | +3.9% |
| 3M | -9.3% | +2.1% | -11.4% | -10.2% |
| 6M | -5.2% | +13.9% | -19.1% | -10.3% |
| YTD | +0.5% | +18.2% | -17.8% | -6.5% |
| 1Y | -7.3% | +21.8% | -29.1% | -15.0% |
| 3Y | +6.2% | +52.2% | -46.0% | -16.5% |
| 5Y | -31.2% | +40.1% | -71.3% | -44.8% |
| All | -31.2% | +38.0% | -69.2% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling