+142.4%
AMT vs IVZ
+43.7%
+98.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | +1.5% | +7.6% | -6.1% | -0.1% |
| 30D | +6.8% | +4.3% | +2.5% | +5.6% |
| 3M | +11.2% | -9.3% | +20.6% | +13.1% |
| 6M | +12.5% | +5.2% | +7.2% | +10.3% |
| YTD | +12.5% | +13.4% | -0.9% | +8.0% |
| 1Y | +10.1% | +25.4% | -15.3% | +3.2% |
| 3Y | +16.0% | +152.5% | -136.5% | -11.1% |
| 5Y | -17.2% | +36.7% | -53.9% | -28.1% |
| All | +142.4% | +43.7% | +98.8% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling