+1,421.8%
IBKR vs AMT
+540.7%
+881.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +3.7% | +1.8% | +1.8% | +2.9% |
| 3M | +4.2% | -6.2% | +10.4% | +5.9% |
| 6M | +36.6% | -5.0% | +41.6% | +37.6% |
| YTD | +41.9% | +2.1% | +39.8% | +38.4% |
| 1Y | +49.5% | -5.7% | +55.2% | +49.9% |
| 3Y | +291.3% | +7.9% | +283.4% | +250.5% |
| 5Y | +492.7% | -32.3% | +525.0% | +535.7% |
| 10Y | +994.0% | +95.0% | +899.0% | +543.2% |
| All | +1,421.8% | +540.7% | +881.2% | +331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling