+597.8%
AMT vs IWD
+731.9%
-134.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +2.0% |
| 7D | +4.4% | -0.9% | +5.3% | +5.2% |
| 30D | +17.7% | +2.6% | +15.1% | +14.9% |
| 3M | +16.7% | +1.2% | +15.4% | +15.3% |
| 6M | +11.1% | +12.1% | -1.0% | -0.6% |
| YTD | +13.9% | +24.1% | -10.3% | -7.7% |
| 1Y | +12.5% | +28.5% | -16.0% | -11.8% |
| 3Y | +13.2% | +79.5% | -66.3% | -37.0% |
| 5Y | -17.9% | +70.3% | -88.2% | -51.8% |
| 10Y | +122.8% | +212.5% | -89.7% | -32.7% |
| All | +597.8% | +731.9% | -134.2% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling