-12.5%
AMC vs ITOT
+18.5%
-31.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.0% |
| 7D | -6.8% | -0.4% | -6.5% | -6.3% |
| 30D | +1.7% | -1.6% | +3.2% | +4.4% |
| 3M | +26.8% | +3.5% | +23.3% | +18.5% |
| 6M | +117.7% | +13.1% | +104.6% | +79.9% |
| YTD | +57.7% | +12.7% | +45.0% | +31.3% |
| 1Y | -12.5% | +18.3% | -30.8% | -34.1% |
| All | -12.5% | +18.5% | -31.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling