+71.5%
IWM vs AMC
-58.9%
+130.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.2% | -7.7% | +1.9% |
| 7D | +0.3% | +5.5% | -5.2% | -0.1% |
| 30D | +0.6% | +16.1% | -15.5% | -0.4% |
| 3M | -6.2% | +43.0% | -49.2% | -8.5% |
| 6M | -0.8% | +130.7% | -131.4% | -7.4% |
| YTD | +14.8% | +121.8% | -107.0% | +6.8% |
| 1Y | +16.1% | +40.7% | -24.5% | +11.1% |
| 3Y | +71.5% | -56.8% | +128.3% | +91.3% |
| All | +71.5% | -58.9% | +130.4% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling