+484.9%
IBKR vs AMT
-31.8%
+516.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -3.8% | -2.7% | -1.1% | -3.8% |
| 30D | -0.3% | +2.0% | -2.3% | -0.3% |
| 3M | +4.8% | -9.3% | +14.1% | +4.9% |
| 6M | +30.8% | -5.2% | +36.0% | +30.9% |
| YTD | +39.5% | +0.5% | +39.0% | +39.3% |
| 1Y | +43.7% | -7.3% | +50.9% | +43.7% |
| 3Y | +284.7% | +6.2% | +278.4% | +269.0% |
| 5Y | +484.9% | -31.2% | +516.1% | +512.8% |
| All | +484.9% | -31.8% | +516.7% | +512.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling