+167.5%
IWM vs AMT
+94.2%
+73.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -1.3% | +4.6% | -5.9% | -2.7% |
| 3M | +1.6% | -8.4% | +10.1% | +4.0% |
| 6M | +13.6% | -6.0% | +19.6% | +14.9% |
| YTD | +20.8% | +2.1% | +18.6% | +18.4% |
| 1Y | +26.4% | -6.4% | +32.8% | +27.4% |
| 3Y | +60.7% | +8.1% | +52.6% | +48.2% |
| 5Y | +38.2% | -31.9% | +70.1% | +50.2% |
| All | +167.5% | +94.2% | +73.4% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling