+22.2%
ABBV vs AMRZ
-24.1%
+46.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | -4.1% | -4.7% | +0.5% | -4.1% |
| 30D | +1.2% | -11.3% | +12.5% | +1.2% |
| 3M | +12.1% | -22.1% | +34.2% | +12.0% |
| 6M | +12.0% | -29.6% | +41.6% | +11.7% |
| YTD | +12.4% | -23.3% | +35.7% | +12.1% |
| All | +22.2% | -24.1% | +46.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling