+139.7%
IYR vs AMC
-97.7%
+237.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -0.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.9% |
| 30D | +8.2% | +9.0% | -0.8% | +8.0% |
| 3M | -1.7% | +22.2% | -23.9% | -2.3% |
| 6M | -0.4% | +91.5% | -91.9% | -2.4% |
| YTD | +9.9% | +101.3% | -91.4% | +7.4% |
| 1Y | +10.4% | +20.8% | -10.3% | +9.1% |
| 3Y | +38.4% | -71.3% | +109.8% | +39.1% |
| 5Y | +5.2% | -99.2% | +104.5% | +10.5% |
| 10Y | +83.8% | -98.7% | +182.6% | +77.3% |
| All | +139.7% | -97.7% | +237.4% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling