-31.3%
AMT vs IP
-17.2%
-14.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -0.2% | -5.3% | +5.1% | +0.6% |
| 30D | +4.6% | -10.9% | +15.5% | +6.5% |
| 3M | -8.4% | +11.2% | -19.6% | -10.7% |
| 6M | -6.0% | -10.2% | +4.2% | -4.9% |
| YTD | +2.1% | -2.0% | +4.1% | +1.4% |
| 1Y | -6.4% | -19.1% | +12.7% | -3.7% |
| 3Y | +8.1% | +20.9% | -12.8% | -6.7% |
| All | -31.3% | -17.2% | -14.1% | -39.0% |
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