+4.9%
AMT vs IRE
-98.0%
+103.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -33.9% | +33.5% | -1.1% |
| 7D | +4.4% | -57.1% | +61.5% | +3.1% |
| 30D | +17.7% | -84.4% | +102.2% | +15.1% |
| 3M | +16.7% | -85.0% | +101.6% | +14.3% |
| 6M | +11.1% | -95.2% | +106.4% | +9.1% |
| YTD | +13.9% | -93.9% | +107.8% | +11.3% |
| 1Y | +12.5% | -98.8% | +111.3% | +10.3% |
| All | +4.9% | -98.0% | +103.0% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling