-15.1%
AMRZ vs ALLE
+14.6%
-29.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.6% |
| 30D | +14.4% | +20.6% | -6.2% | +3.3% |
| 3M | -19.2% | +11.4% | -30.6% | -23.6% |
| 6M | -19.7% | +42.5% | -62.3% | -34.9% |
| YTD | -20.2% | +18.9% | -39.0% | -29.6% |
| 1Y | -15.1% | +14.2% | -29.2% | -23.0% |
| All | -15.1% | +14.6% | -29.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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