+525.8%
AMT vs IWF
+727.1%
-201.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | +0.5% | -0.8% | -0.7% |
| 30D | +4.6% | -0.4% | +5.0% | +4.9% |
| 3M | -8.4% | -2.6% | -5.8% | -7.5% |
| 6M | -6.0% | +9.1% | -15.2% | -14.3% |
| YTD | +2.1% | +4.5% | -2.4% | -3.7% |
| 1Y | -6.4% | +10.1% | -16.5% | -16.2% |
| 3Y | +8.1% | +77.6% | -69.6% | -41.9% |
| 5Y | -31.9% | +73.7% | -105.6% | -64.0% |
| 10Y | +97.1% | +411.5% | -314.4% | -67.5% |
| All | +525.8% | +727.1% | -201.3% | -48.9% |
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