-98.1%
AMC vs IVZ
+63.1%
-161.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.6% |
| 7D | +2.3% | +0.6% | +1.7% | +1.8% |
| 30D | -0.7% | +4.0% | -4.8% | -3.3% |
| 3M | +35.2% | +18.2% | +17.0% | +21.1% |
| 6M | +124.6% | +32.8% | +91.8% | +85.7% |
| YTD | +69.9% | +28.7% | +41.1% | +42.6% |
| 1Y | -2.6% | +55.4% | -58.0% | -28.2% |
| 3Y | -79.8% | +135.2% | -215.0% | -89.3% |
| 5Y | -99.4% | +64.2% | -163.6% | -99.6% |
| 10Y | -98.9% | +64.6% | -163.5% | -99.4% |
| All | -98.1% | +63.1% | -161.1% | -98.9% |
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