+94.2%
AMT vs IWD
+198.0%
-103.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | +4.6% | +0.6% | +4.0% | +4.2% |
| 3M | -8.4% | +7.2% | -15.7% | -13.2% |
| 6M | -6.0% | +16.2% | -22.2% | -16.1% |
| YTD | +2.1% | +23.3% | -21.2% | -12.8% |
| 1Y | -6.4% | +29.6% | -35.9% | -23.0% |
| 3Y | +8.1% | +70.5% | -62.4% | -29.0% |
| 5Y | -31.9% | +73.5% | -105.4% | -55.8% |
| All | +94.2% | +198.0% | -103.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling