+55.4%
IOT vs AMCR
-10.2%
+65.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -4.5% | -6.3% | +1.7% | -1.8% |
| 30D | -2.4% | -7.8% | +5.4% | +0.9% |
| 3M | +19.0% | +7.5% | +11.4% | +15.0% |
| 6M | +19.6% | +2.7% | +16.9% | +17.0% |
| YTD | +8.3% | +6.0% | +2.2% | +2.1% |
| 1Y | -0.8% | +7.8% | -8.6% | -7.7% |
| 3Y | +24.4% | +5.8% | +18.6% | +10.1% |
| All | +55.4% | -10.2% | +65.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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