+579.1%
AMT vs IWD
+728.9%
-149.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +0.5% | -0.5% | +1.0% | +1.0% |
| 30D | +13.6% | +2.7% | +10.9% | +10.8% |
| 3M | +11.5% | +0.9% | +10.6% | +10.6% |
| 6M | +6.9% | +10.5% | -3.6% | -3.1% |
| YTD | +10.8% | +23.7% | -12.9% | -9.9% |
| 1Y | +10.3% | +28.7% | -18.4% | -13.7% |
| 3Y | +12.4% | +79.7% | -67.3% | -37.5% |
| 5Y | -20.1% | +69.7% | -89.8% | -52.9% |
| 10Y | +116.8% | +211.4% | -94.6% | -34.2% |
| All | +579.1% | +728.9% | -149.9% | -36.0% |
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