+139.2%
IYR vs AMC
-98.1%
+237.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.8% |
| 7D | -1.2% | +2.3% | -3.6% | -1.3% |
| 30D | -2.9% | -0.7% | -2.1% | -2.9% |
| 3M | +0.8% | +35.2% | -34.4% | -0.2% |
| 6M | +1.9% | +124.6% | -122.7% | -0.6% |
| YTD | +9.6% | +69.9% | -60.2% | +7.6% |
| 1Y | +8.1% | -2.6% | +10.7% | +7.3% |
| 3Y | +29.2% | -79.8% | +109.0% | +30.5% |
| 5Y | +4.3% | -99.4% | +103.7% | +10.0% |
| 10Y | +64.7% | -98.9% | +163.6% | +58.9% |
| All | +139.2% | -98.1% | +237.3% | +123.0% |
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