+67.8%
IVV vs AMT
-18.8%
+86.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -4.8% | +4.4% | -9.1% | -5.5% |
| 30D | -5.9% | +17.7% | -23.6% | -8.8% |
| 3M | -4.5% | +16.7% | -21.2% | -7.4% |
| 6M | +1.8% | +11.1% | -9.3% | -0.6% |
| YTD | +8.4% | +13.9% | -5.5% | +4.8% |
| 1Y | +9.4% | +12.5% | -3.1% | +6.1% |
| 3Y | +75.3% | +13.2% | +62.1% | +63.2% |
| 5Y | +67.8% | -17.9% | +85.6% | +73.1% |
| All | +67.8% | -18.8% | +86.5% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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