-20.3%
AMT vs IP
-12.0%
-8.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +0.5% | -5.1% | +5.6% | +1.4% |
| 30D | +13.6% | +8.5% | +5.1% | +12.0% |
| 3M | +11.5% | -13.8% | +25.3% | +14.0% |
| 6M | +6.9% | +5.7% | +1.2% | +4.9% |
| YTD | +10.8% | -9.1% | +19.9% | +11.2% |
| 1Y | +10.3% | -0.8% | +11.1% | +8.6% |
| 3Y | +12.4% | +14.8% | -2.4% | -3.5% |
| All | -20.3% | -12.0% | -8.3% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling