-17.0%
AMRZ vs ALM
+52.6%
-69.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.2% | -2.7% |
| 7D | +2.5% | -14.5% | +17.0% | +3.6% |
| 30D | +14.4% | -39.0% | +53.4% | +18.3% |
| 3M | -19.2% | -40.3% | +21.1% | -16.7% |
| 6M | -19.7% | -60.3% | +40.6% | -15.5% |
| YTD | -20.2% | -9.8% | -10.4% | -18.7% |
| 1Y | -15.1% | +30.8% | -45.8% | -14.4% |
| All | -17.0% | +52.6% | -69.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling