-97.5%
AMC vs ITOT
+399.2%
-496.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +5.1% |
| 7D | +6.6% | +0.2% | +6.4% | +7.1% |
| 30D | +14.1% | -3.0% | +17.1% | +19.7% |
| 3M | +31.3% | -2.7% | +34.0% | +37.4% |
| 6M | +126.7% | +2.6% | +124.1% | +121.9% |
| YTD | +117.9% | +11.5% | +106.5% | +94.0% |
| 1Y | +41.1% | +13.5% | +27.6% | +23.0% |
| 3Y | -61.0% | +79.7% | -140.7% | -81.0% |
| 5Y | -99.1% | +64.2% | -163.4% | -99.5% |
| 10Y | -98.7% | +290.2% | -388.9% | -99.7% |
| All | -97.5% | +399.2% | -496.7% | -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