+105.4%
AMT vs IVZ
+60.3%
+45.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.5% | +1.2% | +0.3% | +1.2% |
| 30D | +3.7% | +1.8% | +2.0% | +3.3% |
| 3M | -7.2% | +15.7% | -22.9% | -10.4% |
| 6M | -4.2% | +36.3% | -40.5% | -10.8% |
| YTD | +1.9% | +24.9% | -23.1% | -3.7% |
| 1Y | -6.4% | +48.9% | -55.3% | -15.2% |
| 3Y | +7.7% | +136.8% | -129.1% | -15.0% |
| 5Y | -30.9% | +60.0% | -90.9% | -41.8% |
| 10Y | +105.4% | +63.4% | +42.0% | +38.5% |
| All | +105.4% | +60.3% | +45.0% | +38.5% |
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