+7.9%
AMT vs IWF
+79.6%
-71.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.2% | +1.5% | -1.7% | 0.0% |
| 30D | +1.8% | -1.3% | +3.1% | +1.7% |
| 3M | -6.2% | +0.1% | -6.3% | -6.0% |
| 6M | -5.0% | +10.3% | -15.3% | -4.3% |
| YTD | +2.1% | +4.2% | -2.1% | +2.4% |
| 1Y | -5.7% | +9.3% | -15.1% | -5.1% |
| 3Y | +7.9% | +79.3% | -71.4% | -3.3% |
| All | +7.9% | +79.6% | -71.7% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling