+2,070.1%
AMT vs ITOT
+896.7%
+1,173.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | -8.4% | +2.0% | -10.4% | -10.4% |
| 6M | -6.0% | +13.0% | -19.1% | -15.8% |
| YTD | +2.1% | +14.0% | -11.8% | -9.4% |
| 1Y | -6.4% | +19.9% | -26.3% | -20.7% |
| 3Y | +8.1% | +75.8% | -67.8% | -37.0% |
| 5Y | -31.9% | +73.8% | -105.8% | -60.4% |
| 10Y | +97.1% | +295.9% | -198.8% | -48.7% |
| All | +2,070.1% | +896.7% | +1,173.4% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling