-20.2%
AMRZ vs ITOT
+29.8%
-50.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.6% |
| 7D | -4.7% | -0.4% | -4.3% | -4.1% |
| 30D | -11.3% | -1.6% | -9.7% | -9.4% |
| 3M | -22.1% | +3.5% | -25.6% | -25.5% |
| 6M | -29.6% | +13.1% | -42.7% | -40.4% |
| YTD | -23.3% | +12.7% | -36.0% | -34.6% |
| 1Y | -23.7% | +18.3% | -42.0% | -38.0% |
| All | -20.2% | +29.8% | -50.0% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling