+69.2%
IYR vs AMC
-99.0%
+168.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.0% |
| 7D | -0.9% | -6.8% | +5.9% | -0.8% |
| 30D | -2.4% | +1.7% | -4.0% | -2.4% |
| 3M | -2.0% | +26.8% | -28.8% | -2.8% |
| 6M | +2.5% | +117.7% | -115.2% | +0.3% |
| YTD | +8.3% | +57.7% | -49.4% | +6.6% |
| 1Y | +6.5% | -12.5% | +18.9% | +6.0% |
| 3Y | +29.3% | -65.7% | +95.1% | +29.4% |
| 5Y | +5.7% | -99.5% | +105.2% | +11.3% |
| 10Y | +69.2% | -99.0% | +168.2% | +52.3% |
| All | +69.2% | -99.0% | +168.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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