-97.7%
AMC vs IVZ
+33.5%
-131.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.6% | -2.4% | +5.1% | +4.8% |
| 30D | +9.0% | -11.2% | +20.2% | +18.2% |
| 3M | +22.2% | -14.0% | +36.2% | +34.7% |
| 6M | +91.5% | +0.5% | +91.0% | +90.6% |
| YTD | +101.3% | +5.4% | +95.9% | +92.6% |
| 1Y | +20.8% | +19.5% | +1.3% | +6.1% |
| 3Y | -71.3% | +128.7% | -200.0% | -84.6% |
| 5Y | -99.2% | +28.8% | -128.0% | -99.4% |
| 10Y | -98.7% | +52.3% | -151.0% | -99.2% |
| All | -97.7% | +33.5% | -131.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling