-18.5%
AMRZ vs ALLE
+36.2%
-54.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | +1.2% | -0.6% | +1.7% | +1.6% |
| 30D | +15.1% | +25.3% | -10.3% | +2.5% |
| 3M | -18.1% | +10.3% | -28.3% | -22.0% |
| 6M | -23.5% | +38.0% | -61.5% | -35.6% |
| YTD | -21.6% | +17.8% | -39.4% | -29.3% |
| 1Y | -14.7% | +13.6% | -28.3% | -22.1% |
| All | -18.5% | +36.2% | -54.6% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling