-24.6%
AMT vs IOT
+54.1%
-78.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.1% | -4.5% | +5.7% | +1.5% |
| 30D | +4.4% | -2.4% | +6.8% | +4.5% |
| 3M | -5.2% | +19.0% | -24.1% | -6.5% |
| 6M | -0.8% | +19.6% | -20.5% | -2.6% |
| YTD | +3.3% | +8.3% | -5.0% | +1.9% |
| 1Y | -6.0% | -0.8% | -5.2% | -7.0% |
| 3Y | +9.6% | +24.4% | -14.8% | +3.0% |
| All | -24.6% | +54.1% | -78.7% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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