+100.6%
AMT vs IWF
+418.7%
-318.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -2.7% | -1.7% | -1.0% | -1.9% |
| 30D | +2.0% | -1.8% | +3.9% | +2.9% |
| 3M | -9.3% | +1.5% | -10.7% | -10.4% |
| 6M | -5.2% | +7.7% | -12.9% | -9.4% |
| YTD | +0.5% | +2.7% | -2.3% | -1.9% |
| 1Y | -7.3% | +6.8% | -14.0% | -11.6% |
| 3Y | +6.2% | +76.9% | -70.6% | -28.5% |
| 5Y | -31.2% | +73.4% | -104.6% | -54.1% |
| All | +100.6% | +418.7% | -318.1% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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