-17.0%
AMRZ vs ALLY
+10.9%
-27.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.7% |
| 7D | +2.5% | -1.1% | +3.6% | +3.1% |
| 30D | +14.4% | +4.2% | +10.2% | +12.0% |
| 3M | -19.2% | -12.4% | -6.7% | -13.4% |
| 6M | -19.7% | -8.7% | -11.0% | -15.7% |
| YTD | -20.2% | -11.6% | -8.5% | -15.8% |
| 1Y | -15.1% | +0.2% | -15.2% | -14.3% |
| All | -17.0% | +10.9% | -27.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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