+1,311.4%
AMT vs IP
+125.1%
+1,186.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -0.2% | -5.3% | +5.1% | +1.3% |
| 30D | +4.6% | -10.9% | +15.5% | +8.1% |
| 3M | -8.4% | +11.2% | -19.6% | -12.3% |
| 6M | -6.0% | -10.2% | +4.2% | -4.9% |
| YTD | +2.1% | -2.0% | +4.1% | +0.2% |
| 1Y | -6.4% | -19.1% | +12.7% | -3.2% |
| 3Y | +8.1% | +20.9% | -12.8% | -5.8% |
| 5Y | -31.9% | -17.8% | -14.1% | -33.8% |
| 10Y | +97.1% | +23.5% | +73.6% | +56.4% |
| All | +1,311.4% | +125.1% | +1,186.3% | +640.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling