-13.5%
AMT vs IWD
+72.9%
-86.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +1.5% | +2.3% | -0.8% | -0.2% |
| 30D | +6.8% | +3.6% | +3.2% | +4.0% |
| 3M | +11.2% | +2.2% | +9.1% | +9.4% |
| 6M | +12.5% | +13.0% | -0.5% | +2.4% |
| YTD | +12.5% | +26.5% | -14.0% | -6.4% |
| 1Y | +10.1% | +30.1% | -20.0% | -10.4% |
| 3Y | +16.0% | +84.9% | -68.8% | -33.5% |
| All | -13.5% | +72.9% | -86.4% | -47.3% |
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