-32.3%
AMT vs IVZ
+63.4%
-95.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | +1.8% | +3.1% | -1.2% | +1.2% |
| 3M | -6.2% | +18.2% | -24.4% | -9.5% |
| 6M | -5.0% | +38.6% | -43.6% | -11.5% |
| YTD | +2.1% | +25.9% | -23.8% | -3.4% |
| 1Y | -5.7% | +51.7% | -57.4% | -14.7% |
| 3Y | +7.9% | +138.7% | -130.7% | -16.8% |
| 5Y | -32.3% | +62.8% | -95.1% | -45.6% |
| All | -32.3% | +63.4% | -95.7% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling