+776.1%
IVV vs AMT
+460.5%
+315.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 6M | +13.0% | -6.0% | +19.1% | +13.8% |
| YTD | +13.6% | +2.1% | +11.5% | +12.4% |
| 1Y | +20.1% | -6.4% | +26.5% | +20.6% |
| 3Y | +77.6% | +8.1% | +69.6% | +71.0% |
| 5Y | +82.5% | -31.9% | +114.4% | +90.7% |
| 10Y | +316.5% | +97.1% | +219.4% | +258.7% |
| All | +776.1% | +460.5% | +315.6% | +507.7% |
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