+579.8%
AMT vs IWF
+671.5%
-91.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -2.3% |
| 7D | +0.4% | -1.0% | +1.4% | +0.8% |
| 30D | +3.7% | -10.1% | +13.8% | +12.3% |
| 3M | +10.7% | -7.6% | +18.3% | +17.1% |
| 6M | +9.3% | -6.7% | +16.0% | +13.2% |
| YTD | +10.9% | -2.5% | +13.5% | +9.9% |
| 1Y | +10.5% | -2.1% | +12.6% | +8.7% |
| 3Y | +15.5% | +68.6% | -53.1% | -35.7% |
| 5Y | -20.6% | +55.8% | -76.4% | -54.1% |
| 10Y | +124.5% | +383.3% | -258.7% | -61.6% |
| All | +579.8% | +671.5% | -91.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling