-20.3%
AMRZ vs ALM
+46.5%
-66.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.4% |
| 7D | -4.0% | -4.0% | 0.0% | -3.8% |
| 30D | +12.4% | -30.5% | +42.9% | +15.1% |
| 3M | -11.5% | -46.9% | +35.4% | -8.0% |
| 6M | -21.6% | -65.5% | +43.9% | -16.7% |
| YTD | -23.4% | -13.4% | -10.0% | -21.8% |
| 1Y | -17.2% | +9.8% | -27.0% | -16.0% |
| All | -20.3% | +46.5% | -66.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling