+7.1%
AMT vs IRE
-97.4%
+104.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.1% | -12.2% | +0.2% |
| 7D | -2.4% | -15.1% | +12.8% | -2.3% |
| 30D | +4.2% | -71.4% | +75.6% | +2.9% |
| 3M | +13.4% | -81.2% | +94.6% | +11.7% |
| 6M | +9.4% | -93.7% | +103.1% | +8.1% |
| YTD | +11.7% | -92.2% | +103.9% | +9.6% |
| 1Y | +7.1% | -97.3% | +104.4% | +6.8% |
| All | +7.1% | -97.4% | +104.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling