-63.1%
AMC vs ITOT
+78.4%
-141.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | -0.7% | 0.0% | -0.8% | -0.7% |
| 3M | +35.2% | +2.0% | +33.3% | +31.7% |
| 6M | +124.6% | +13.0% | +111.5% | +94.1% |
| YTD | +69.9% | +14.0% | +55.9% | +45.7% |
| 1Y | -2.6% | +19.9% | -22.5% | -21.2% |
| All | -63.1% | +78.4% | -141.5% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling