+10.6%
IBKR vs AMT
+13.5%
-2.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.8% |
| 7D | -6.8% | +6.0% | -12.8% | -6.4% |
| 30D | -12.5% | +20.1% | -32.6% | -11.8% |
| 3M | -12.0% | +12.4% | -24.4% | -11.6% |
| 6M | -4.5% | +9.9% | -14.4% | -3.7% |
| YTD | +21.5% | +14.4% | +7.1% | +19.2% |
| 1Y | +10.6% | +12.4% | -1.8% | +9.8% |
| All | +10.6% | +13.5% | -2.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling