-20.6%
AMT vs IWF
+54.7%
-75.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +3.7% | -10.1% | +13.8% | +6.3% |
| 3M | +10.7% | -7.6% | +18.3% | +12.7% |
| 6M | +9.3% | -6.7% | +16.0% | +10.7% |
| YTD | +10.9% | -2.5% | +13.5% | +10.8% |
| 1Y | +10.5% | -2.1% | +12.6% | +10.2% |
| 3Y | +15.5% | +68.6% | -53.1% | -13.4% |
| 5Y | -20.6% | +55.8% | -76.4% | -40.6% |
| All | -20.6% | +54.7% | -75.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling