-30.9%
AMT vs IQV
-1.9%
-29.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.5% | -2.6% | +4.1% | +2.1% |
| 30D | +3.7% | +6.2% | -2.5% | +2.2% |
| 3M | -7.2% | +38.0% | -45.2% | -14.7% |
| 6M | -4.2% | +43.9% | -48.1% | -13.4% |
| YTD | +1.9% | +14.0% | -12.1% | -2.5% |
| 1Y | -6.4% | +35.5% | -41.9% | -15.3% |
| 3Y | +7.7% | +20.3% | -12.6% | -2.3% |
| 5Y | -30.9% | -1.6% | -29.3% | -33.3% |
| All | -30.9% | -1.9% | -29.0% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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