+56.5%
IOT vs AMC
-99.0%
+155.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -3.1% |
| 7D | +5.1% | -6.8% | +11.9% | +6.2% |
| 30D | -3.0% | +1.7% | -4.7% | -3.4% |
| 3M | +15.0% | +26.8% | -11.8% | +8.0% |
| 6M | +13.1% | +117.7% | -104.6% | -4.3% |
| YTD | +9.0% | +57.7% | -48.7% | -3.3% |
| 1Y | +0.1% | -12.5% | +12.6% | -2.3% |
| 3Y | +26.4% | -65.7% | +92.2% | +32.1% |
| All | +56.5% | -99.0% | +155.5% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling