+5.5%
IYR vs AMT
-31.6%
+37.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | +4.6% | -7.5% | -5.1% |
| 3M | +0.8% | -8.4% | +9.3% | +5.0% |
| 6M | +1.9% | -6.0% | +7.9% | +4.3% |
| YTD | +9.6% | +2.1% | +7.5% | +7.0% |
| 1Y | +8.1% | -6.4% | +14.5% | +10.2% |
| 3Y | +29.2% | +8.1% | +21.1% | +17.2% |
| All | +5.5% | -31.6% | +37.0% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling