+423.7%
AMT vs IOVA
-92.3%
+516.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.7% |
| 7D | +0.5% | -5.2% | +5.7% | +0.6% |
| 30D | +13.6% | -37.8% | +51.4% | +14.1% |
| 3M | +11.5% | +29.5% | -18.0% | +10.9% |
| 6M | +6.9% | +96.6% | -89.6% | +5.6% |
| YTD | +10.8% | +194.5% | -183.7% | +8.8% |
| 1Y | +10.3% | +248.1% | -237.7% | +8.1% |
| 3Y | +12.4% | +86.1% | -73.7% | +9.7% |
| 5Y | -20.1% | -67.8% | +47.8% | -21.3% |
| 10Y | +116.8% | +38.6% | +78.2% | +112.0% |
| All | +423.7% | -92.3% | +516.1% | +407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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