-99.5%
AMC vs ITOT
+73.9%
-173.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.4% |
| 7D | -0.8% | +0.7% | -1.4% | -2.0% |
| 30D | -1.2% | -1.1% | 0.0% | +0.9% |
| 3M | +42.2% | +3.9% | +38.3% | +32.0% |
| 6M | +118.8% | +14.7% | +104.1% | +73.5% |
| YTD | +64.1% | +13.3% | +50.8% | +33.2% |
| 1Y | -9.5% | +19.1% | -28.7% | -32.8% |
| 3Y | -64.3% | +77.3% | -141.7% | -88.2% |
| 5Y | -99.5% | +74.1% | -173.5% | -99.8% |
| All | -99.5% | +73.9% | -173.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling