+428.1%
AMT vs IOVA
-92.3%
+520.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.6% | -8.5% | +10.1% | +1.7% |
| 30D | +4.5% | -44.7% | +49.2% | +5.0% |
| 3M | +13.8% | +26.2% | -12.5% | +13.2% |
| 6M | +10.0% | +123.2% | -113.2% | +8.6% |
| YTD | +11.8% | +196.0% | -184.2% | +9.7% |
| 1Y | +10.2% | +240.9% | -230.7% | +8.0% |
| 3Y | +15.1% | +103.5% | -88.4% | +12.3% |
| 5Y | -18.8% | -65.5% | +46.6% | -20.1% |
| 10Y | +133.7% | +7.0% | +126.7% | +128.6% |
| All | +428.1% | -92.3% | +520.4% | +411.4% |
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