+808.3%
IWM vs AME
+9,844.2%
-9,035.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | -1.3% | -6.7% | +5.4% | +2.8% |
| 3M | +1.6% | +4.1% | -2.5% | -1.1% |
| 6M | +13.6% | +1.6% | +12.0% | +11.9% |
| YTD | +20.8% | +16.1% | +4.6% | +9.6% |
| 1Y | +26.4% | +27.3% | -0.9% | +8.2% |
| 3Y | +60.7% | +50.9% | +9.8% | +22.8% |
| 5Y | +38.2% | +81.4% | -43.2% | -5.6% |
| 10Y | +169.5% | +417.0% | -247.5% | -2.0% |
| All | +808.3% | +9,844.2% | -9,035.9% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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