+735.8%
IVV vs AMT
+525.0%
+210.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -4.5% | +16.7% | -21.2% | -7.4% |
| 6M | +1.8% | +11.1% | -9.3% | -0.7% |
| YTD | +8.4% | +13.9% | -5.5% | +4.9% |
| 1Y | +9.4% | +12.5% | -3.1% | +6.1% |
| 3Y | +75.3% | +13.2% | +62.1% | +67.3% |
| 5Y | +67.8% | -17.9% | +85.6% | +69.1% |
| 10Y | +314.2% | +122.8% | +191.3% | +248.1% |
| All | +735.8% | +525.0% | +210.8% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling