-29.9%
ADBE vs AMRZ
-13.6%
-16.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.7% |
| 7D | -8.6% | -1.9% | -6.7% | -8.5% |
| 30D | +2.8% | -16.9% | +19.7% | +3.8% |
| 3M | +3.1% | -19.2% | +22.3% | +4.4% |
| 6M | -2.4% | -29.3% | +26.9% | +0.5% |
| YTD | -23.9% | -18.0% | -5.9% | -23.6% |
| 1Y | -22.6% | -15.1% | -7.5% | -23.1% |
| All | -29.9% | -13.6% | -16.3% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling