+100.6%
AMT vs ITOT
+300.1%
-199.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.0% |
| 7D | -2.7% | -2.0% | -0.6% | -1.4% |
| 30D | +2.0% | -2.0% | +4.0% | +3.3% |
| 3M | -9.3% | +4.5% | -13.8% | -12.1% |
| 6M | -5.2% | +12.6% | -17.9% | -12.7% |
| YTD | +0.5% | +12.0% | -11.5% | -7.3% |
| 1Y | -7.3% | +17.3% | -24.5% | -17.2% |
| 3Y | +6.2% | +75.2% | -69.0% | -31.3% |
| 5Y | -31.2% | +74.0% | -105.2% | -55.7% |
| All | +100.6% | +300.1% | -199.5% | -25.8% |
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