-98.1%
AMC vs ITOT
+410.4%
-508.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.6% |
| 6M | +124.6% | +13.0% | +111.5% | +94.0% |
| YTD | +69.9% | +14.0% | +55.9% | +45.6% |
| 1Y | -2.6% | +19.9% | -22.5% | -21.6% |
| 3Y | -79.8% | +75.8% | -155.6% | -89.9% |
| 5Y | -99.4% | +73.8% | -173.2% | -99.7% |
| 10Y | -98.9% | +295.9% | -394.8% | -99.7% |
| All | -98.1% | +410.4% | -508.4% | -99.6% |
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