+69.2%
IYR vs AMT
+96.3%
-27.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.9% | +1.5% | -2.4% | -1.7% |
| 30D | -2.4% | +3.7% | -6.1% | -4.4% |
| 3M | -2.0% | -7.2% | +5.2% | +1.6% |
| 6M | +2.5% | -4.2% | +6.6% | +3.9% |
| YTD | +8.3% | +1.9% | +6.4% | +5.4% |
| 1Y | +6.5% | -6.4% | +12.8% | +8.6% |
| 3Y | +29.3% | +7.7% | +21.6% | +17.3% |
| 5Y | +5.7% | -30.9% | +36.6% | +24.2% |
| 10Y | +69.2% | +105.4% | -36.2% | +13.1% |
| All | +69.2% | +96.3% | -27.1% | +13.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling