+741.9%
IWM vs AMT
+564.3%
+177.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | -8.0% | +11.5% | -19.5% | -10.5% |
| 6M | -4.1% | +6.9% | -11.0% | -6.2% |
| YTD | +11.9% | +10.8% | +1.1% | +8.3% |
| 1Y | +15.0% | +10.3% | +4.7% | +11.3% |
| 3Y | +64.2% | +12.4% | +51.8% | +55.9% |
| 5Y | +20.4% | -20.1% | +40.5% | +22.6% |
| 10Y | +168.0% | +116.8% | +51.1% | +117.6% |
| All | +741.9% | +564.3% | +177.7% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling