+118.5%
AMT vs IP
+25.2%
+93.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | +0.4% |
| 7D | +4.4% | -5.0% | +9.3% | +5.5% |
| 30D | +17.7% | +6.5% | +11.2% | +16.0% |
| 3M | +16.7% | -18.0% | +34.7% | +21.4% |
| 6M | +11.1% | +10.3% | +0.8% | +7.5% |
| YTD | +13.9% | -9.9% | +23.8% | +14.4% |
| 1Y | +12.5% | -1.1% | +13.6% | +10.3% |
| 3Y | +13.2% | +13.0% | +0.2% | +1.2% |
| 5Y | -17.9% | -12.3% | -5.6% | -22.2% |
| All | +118.5% | +25.2% | +93.3% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling