-14.7%
AMRZ vs ALM
+31.8%
-46.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -4.0% | -2.0% |
| 7D | +1.2% | -6.7% | +7.9% | +1.9% |
| 30D | +15.1% | -32.9% | +48.0% | +19.4% |
| 3M | -18.1% | -39.5% | +21.4% | -14.8% |
| 6M | -23.5% | -62.0% | +38.5% | -17.3% |
| YTD | -21.6% | -7.8% | -13.8% | -19.4% |
| 1Y | -14.7% | +26.7% | -41.4% | -12.8% |
| All | -14.7% | +31.8% | -46.6% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling