+1,433.3%
AMT vs IVZ
+260.6%
+1,172.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.6% | -2.2% |
| 7D | +0.4% | +4.1% | -3.7% | -1.2% |
| 30D | +3.7% | -2.0% | +5.7% | +4.0% |
| 3M | +10.7% | -7.8% | +18.6% | +13.1% |
| 6M | +9.3% | +6.3% | +2.9% | +5.5% |
| YTD | +10.9% | +12.6% | -1.6% | +3.9% |
| 1Y | +10.5% | +27.6% | -17.1% | -1.1% |
| 3Y | +15.5% | +154.0% | -138.5% | -23.0% |
| 5Y | -20.6% | +37.3% | -57.9% | -36.2% |
| 10Y | +124.5% | +50.5% | +74.0% | +50.2% |
| All | +1,433.3% | +260.6% | +1,172.7% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling