+5.4%
IYR vs AMT
-15.7%
+21.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +0.6% | +1.5% | -0.9% | -0.2% |
| 30D | +6.6% | +6.8% | -0.3% | +3.0% |
| 3M | -1.8% | +11.2% | -13.0% | -7.2% |
| 6M | +1.4% | +12.5% | -11.0% | -5.3% |
| YTD | +10.5% | +12.5% | -2.0% | +2.4% |
| 1Y | +10.6% | +10.1% | +0.5% | +3.6% |
| 3Y | +41.8% | +16.0% | +25.8% | +24.2% |
| All | +5.4% | -15.7% | +21.1% | +6.4% |
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