-25.5%
AMT vs IOT
+61.2%
-86.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -0.2% | +2.8% | -3.0% | -0.4% |
| 30D | +1.8% | -1.8% | +3.6% | +1.9% |
| 3M | -6.2% | +17.9% | -24.1% | -7.5% |
| 6M | -5.0% | +13.5% | -18.5% | -6.3% |
| YTD | +2.1% | +13.3% | -11.2% | +0.4% |
| 1Y | -5.7% | -3.3% | -2.4% | -6.5% |
| 3Y | +7.9% | +31.3% | -23.4% | +1.0% |
| All | -25.5% | +61.2% | -86.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling