+133.5%
AMT vs IWD
+205.2%
-71.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.0% |
| 30D | +4.2% | +3.6% | +0.6% | +1.5% |
| 3M | +13.4% | +2.7% | +10.8% | +11.3% |
| 6M | +9.4% | +13.2% | -3.8% | -0.3% |
| YTD | +11.7% | +26.8% | -15.1% | -6.5% |
| 1Y | +7.1% | +29.3% | -22.1% | -11.7% |
| 3Y | +15.1% | +85.1% | -70.1% | -29.2% |
| 5Y | -17.9% | +74.2% | -92.1% | -46.9% |
| 10Y | +133.5% | +204.6% | -71.1% | +8.4% |
| All | +133.5% | +205.2% | -71.7% | +8.4% |
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