-20.3%
AMT vs IWD
+68.9%
-89.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +0.5% | -0.5% | +1.0% | +0.9% |
| 30D | +13.6% | +2.7% | +10.9% | +11.4% |
| 3M | +11.5% | +0.9% | +10.6% | +10.7% |
| 6M | +6.9% | +10.5% | -3.6% | -1.1% |
| YTD | +10.8% | +23.7% | -12.9% | -6.2% |
| 1Y | +10.3% | +28.7% | -18.4% | -9.5% |
| 3Y | +12.4% | +79.7% | -67.3% | -34.1% |
| All | -20.3% | +68.9% | -89.2% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling