+20.0%
IWM vs AMT
-20.2%
+40.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.6% |
| 7D | -2.0% | +0.5% | -2.6% | -2.2% |
| 30D | -1.5% | +13.6% | -15.1% | -4.7% |
| 3M | -8.0% | +11.5% | -19.5% | -10.7% |
| 6M | -4.1% | +6.9% | -11.0% | -6.3% |
| YTD | +11.9% | +10.8% | +1.1% | +7.7% |
| 1Y | +15.0% | +10.3% | +4.7% | +10.8% |
| 3Y | +64.2% | +12.4% | +51.8% | +49.7% |
| All | +20.0% | -20.2% | +40.2% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling