+4.8%
IOT vs AMC
+37.4%
-32.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.9% |
| 7D | +0.6% | +8.4% | -7.9% | -0.5% |
| 30D | +0.1% | +9.2% | -9.0% | -1.0% |
| 3M | +5.0% | +32.0% | -27.0% | +1.1% |
| 6M | +47.0% | +149.3% | -102.2% | +27.0% |
| YTD | +16.6% | +114.1% | -97.5% | +1.8% |
| 1Y | +4.8% | +35.8% | -31.0% | +9.4% |
| All | +4.8% | +37.4% | -32.7% | +9.4% |
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