+525.3%
AMT vs IJR
+1,143.6%
-618.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.5% |
| 7D | -0.2% | +0.9% | -1.1% | -0.8% |
| 30D | +1.8% | -3.1% | +5.0% | +4.2% |
| 3M | -6.2% | +4.4% | -10.6% | -9.5% |
| 6M | -5.0% | +16.1% | -21.1% | -15.3% |
| YTD | +2.1% | +20.6% | -18.5% | -11.8% |
| 1Y | -5.7% | +22.9% | -28.6% | -20.1% |
| 3Y | +7.9% | +55.2% | -47.3% | -26.9% |
| 5Y | -32.3% | +41.1% | -73.4% | -51.7% |
| 10Y | +95.0% | +167.0% | -72.0% | -28.4% |
| All | +525.3% | +1,143.6% | -618.3% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling