+64.2%
IWM vs AMT
+10.5%
+53.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | -2.0% | +0.5% | -2.6% | -2.1% |
| 30D | -1.5% | +13.6% | -15.1% | -2.4% |
| 3M | -8.0% | +11.5% | -19.5% | -8.8% |
| 6M | -4.1% | +6.9% | -11.0% | -4.7% |
| YTD | +11.9% | +10.8% | +1.1% | +10.7% |
| 1Y | +15.0% | +10.3% | +4.7% | +13.8% |
| 3Y | +64.2% | +12.4% | +51.8% | +48.4% |
| All | +64.2% | +10.5% | +53.7% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling