+20.0%
IWM vs AMC
-99.3%
+119.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.9% |
| 7D | -2.0% | +2.6% | -4.6% | -2.2% |
| 30D | -1.5% | +9.0% | -10.5% | -2.1% |
| 3M | -8.0% | +22.2% | -30.2% | -9.6% |
| 6M | -4.1% | +91.5% | -95.6% | -10.2% |
| YTD | +11.9% | +101.3% | -89.4% | +3.8% |
| 1Y | +15.0% | +20.8% | -5.7% | +10.7% |
| 3Y | +64.2% | -71.3% | +135.5% | +69.2% |
| All | +20.0% | -99.3% | +119.3% | +58.6% |
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