+3.7%
AMT vs IRE
-98.1%
+101.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.4% | +15.3% | +0.7% |
| 7D | +1.5% | -31.8% | +33.4% | +0.8% |
| 30D | +6.8% | -71.8% | +78.6% | +5.3% |
| 3M | +11.2% | -88.9% | +100.1% | +8.7% |
| 6M | +12.5% | -95.4% | +107.8% | +10.6% |
| YTD | +12.5% | -94.2% | +106.7% | +10.1% |
| 1Y | +10.1% | -97.1% | +107.2% | +8.1% |
| All | +3.7% | -98.1% | +101.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling