-0.8%
IOT vs AMC
-11.2%
+10.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.7% |
| 7D | -4.5% | -7.2% | +2.6% | -3.6% |
| 30D | -2.4% | -2.8% | +0.3% | -2.2% |
| 3M | +19.0% | +7.9% | +11.1% | +15.8% |
| 6M | +19.6% | +119.6% | -100.0% | +3.6% |
| YTD | +8.3% | +57.7% | -49.4% | -1.7% |
| 1Y | -0.8% | -12.1% | +11.3% | +2.2% |
| All | -0.8% | -11.2% | +10.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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