+30.2%
IYR vs AMT
+10.0%
+20.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | +4.6% | -7.5% | -4.7% |
| 3M | +0.8% | -8.4% | +9.3% | +4.3% |
| 6M | +1.9% | -6.0% | +7.9% | +3.9% |
| YTD | +9.6% | +2.1% | +7.5% | +7.5% |
| 1Y | +8.1% | -6.4% | +14.5% | +10.1% |
| All | +30.2% | +10.0% | +20.3% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling