+133.5%
AMT vs IWF
+392.3%
-258.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -1.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | +4.2% | -8.3% | +12.5% | +8.1% |
| 3M | +13.4% | -5.6% | +19.0% | +15.9% |
| 6M | +9.4% | -5.4% | +14.8% | +11.1% |
| YTD | +11.7% | -1.2% | +12.9% | +10.6% |
| 1Y | +7.1% | -2.6% | +9.8% | +6.8% |
| 3Y | +15.1% | +67.8% | -52.7% | -20.6% |
| 5Y | -17.9% | +60.1% | -78.0% | -42.7% |
| 10Y | +133.5% | +392.2% | -258.6% | -28.3% |
| All | +133.5% | +392.3% | -258.7% | -28.3% |
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