-16.6%
AMRZ vs ACGL
+19.1%
-35.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.1% | +2.2% | -4.3% | -2.3% |
| 30D | +13.0% | +12.3% | +0.7% | +12.5% |
| 3M | -12.1% | +11.8% | -23.9% | -12.4% |
| 6M | -19.1% | +17.5% | -36.6% | -19.5% |
| YTD | -23.3% | +14.3% | -37.5% | -24.4% |
| 1Y | -16.6% | +18.2% | -34.7% | -19.6% |
| All | -16.6% | +19.1% | -35.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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