+83.1%
IVV vs AMT
-31.6%
+114.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | +4.6% | -4.6% | -0.8% |
| 3M | +2.0% | -8.4% | +10.4% | +3.6% |
| 6M | +13.0% | -6.0% | +19.1% | +14.0% |
| YTD | +13.6% | +2.1% | +11.5% | +12.2% |
| 1Y | +20.1% | -6.4% | +26.5% | +20.8% |
| 3Y | +77.6% | +8.1% | +69.6% | +64.8% |
| All | +83.1% | -31.6% | +114.6% | +96.2% |
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