+733.6%
IWM vs AMT
+582.5%
+151.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.5% |
| 7D | -4.6% | +4.4% | -9.0% | -5.5% |
| 30D | -3.7% | +17.7% | -21.4% | -7.3% |
| 3M | -9.4% | +16.7% | -26.0% | -12.7% |
| 6M | -3.6% | +11.1% | -14.8% | -6.5% |
| YTD | +10.8% | +13.9% | -3.0% | +6.6% |
| 1Y | +11.9% | +12.5% | -0.6% | +7.8% |
| 3Y | +60.6% | +13.2% | +47.4% | +52.2% |
| 5Y | +19.2% | -17.9% | +37.1% | +20.6% |
| 10Y | +165.3% | +122.8% | +42.5% | +114.2% |
| All | +733.6% | +582.5% | +151.1% | +419.3% |
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