-99.2%
AMC vs IVZ
+36.0%
-135.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.0% | -4.5% |
| 7D | +3.5% | +7.6% | -4.1% | -2.1% |
| 30D | +12.5% | +4.3% | +8.1% | +9.4% |
| 3M | +23.6% | -9.3% | +32.9% | +33.0% |
| 6M | +144.4% | +5.2% | +139.1% | +134.0% |
| YTD | +108.3% | +13.4% | +94.9% | +85.8% |
| 1Y | +38.9% | +25.4% | +13.5% | +13.7% |
| 3Y | -58.9% | +152.5% | -211.4% | -83.8% |
| All | -99.2% | +36.0% | -135.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling