-97.5%
AMC vs ITOT
+401.3%
-498.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.7% |
| 7D | +8.4% | +3.3% | +5.2% | +4.2% |
| 30D | +9.2% | -2.5% | +11.6% | +13.6% |
| 3M | +32.0% | -2.3% | +34.3% | +37.3% |
| 6M | +149.3% | +3.0% | +146.2% | +142.6% |
| YTD | +114.1% | +11.9% | +102.2% | +89.5% |
| 1Y | +35.8% | +12.0% | +23.7% | +20.3% |
| 3Y | -58.3% | +77.8% | -136.1% | -79.4% |
| 5Y | -99.2% | +65.0% | -164.2% | -99.5% |
| 10Y | -98.8% | +290.1% | -388.9% | -99.7% |
| All | -97.5% | +401.3% | -498.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling