-18.4%
AMT vs IOT
+69.6%
-88.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -2.4% | -1.3% | -1.0% | -2.3% |
| 30D | +4.2% | +1.5% | +2.7% | +4.0% |
| 3M | +13.4% | +4.8% | +8.7% | +12.8% |
| 6M | +9.4% | +45.3% | -35.9% | +6.1% |
| YTD | +11.7% | +19.2% | -7.5% | +9.3% |
| 1Y | +7.1% | +6.1% | +1.1% | +5.6% |
| 3Y | +15.1% | +76.0% | -60.9% | +5.1% |
| All | -18.4% | +69.6% | -88.1% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling