-98.9%
AMC vs IVZ
+65.9%
-164.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.6% |
| 7D | +2.3% | +0.6% | +1.7% | +1.7% |
| 30D | -0.7% | +4.0% | -4.8% | -3.4% |
| 3M | +35.2% | +18.2% | +17.0% | +20.4% |
| 6M | +124.6% | +32.8% | +91.8% | +84.0% |
| YTD | +69.9% | +28.7% | +41.1% | +41.4% |
| 1Y | -2.6% | +55.4% | -58.0% | -29.3% |
| 3Y | -79.8% | +135.2% | -215.0% | -89.7% |
| 5Y | -99.4% | +64.2% | -163.6% | -99.6% |
| All | -98.9% | +65.9% | -164.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling