-98.7%
AMC vs IVZ
+44.4%
-143.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.6% |
| 7D | -2.8% | -2.8% | -0.1% | -0.5% |
| 30D | +14.0% | -2.2% | +16.2% | +16.4% |
| 3M | +42.5% | -8.1% | +50.6% | +51.1% |
| 6M | +142.6% | +3.8% | +138.8% | +136.3% |
| YTD | +119.2% | +11.5% | +107.8% | +101.5% |
| 1Y | +40.7% | +23.7% | +17.0% | +20.0% |
| 3Y | -57.3% | +145.8% | -203.1% | -79.0% |
| 5Y | -99.1% | +36.1% | -135.3% | -99.3% |
| 10Y | -98.7% | +42.4% | -141.2% | -99.3% |
| All | -98.7% | +44.4% | -143.2% | -99.3% |
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