+382.6%
AMT vs IOVA
-91.6%
+474.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | -0.2% | +9.7% | -10.0% | -0.3% |
| 30D | +4.6% | +102.5% | -97.9% | +3.7% |
| 3M | -8.4% | +100.7% | -109.1% | -9.4% |
| 6M | -6.0% | +106.3% | -112.4% | -7.1% |
| YTD | +2.1% | +222.0% | -219.9% | +0.4% |
| 1Y | -6.4% | +299.5% | -305.9% | -8.3% |
| 3Y | +8.1% | +42.9% | -34.9% | +5.9% |
| 5Y | -31.9% | -65.0% | +33.1% | -32.9% |
| 10Y | +97.1% | +10.3% | +86.8% | +93.1% |
| All | +382.6% | -91.6% | +474.3% | +367.9% |
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