+589.3%
AMT vs IJR
+1,116.7%
-527.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.5% | +2.2% | -0.7% | -0.1% |
| 30D | +6.8% | +3.8% | +3.0% | +3.8% |
| 3M | +11.2% | -5.7% | +16.9% | +15.7% |
| 6M | +12.5% | +4.6% | +7.8% | +8.1% |
| YTD | +12.5% | +18.0% | -5.5% | -1.5% |
| 1Y | +10.1% | +21.8% | -11.7% | -5.9% |
| 3Y | +16.0% | +61.1% | -45.1% | -23.9% |
| 5Y | -17.2% | +27.3% | -44.5% | -35.9% |
| 10Y | +135.2% | +154.1% | -18.9% | -9.8% |
| All | +589.3% | +1,116.7% | -527.4% | -63.1% |
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