-15.1%
AMRZ vs ITOT
+20.8%
-35.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -16.9% | 0.0% | -16.9% | -17.0% |
| 3M | -19.2% | +2.0% | -21.1% | -21.3% |
| 6M | -29.3% | +13.0% | -42.3% | -40.6% |
| YTD | -18.0% | +14.0% | -31.9% | -31.8% |
| 1Y | -15.1% | +19.9% | -35.0% | -34.0% |
| All | -15.1% | +20.8% | -35.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling