+25.8%
IWM vs AMC
-99.1%
+124.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.2% | -7.7% | +1.8% |
| 7D | +0.3% | +5.5% | -5.2% | -0.2% |
| 30D | +0.6% | +16.1% | -15.5% | -0.6% |
| 3M | -6.2% | +43.0% | -49.2% | -8.9% |
| 6M | -0.8% | +130.7% | -131.4% | -8.3% |
| YTD | +14.8% | +121.8% | -107.0% | +5.7% |
| 1Y | +16.1% | +40.7% | -24.5% | +10.5% |
| 3Y | +71.5% | -56.8% | +128.3% | +71.3% |
| 5Y | +25.8% | -99.1% | +124.8% | +62.1% |
| All | +25.8% | -99.1% | +124.9% | +62.1% |
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