-14.7%
AMRZ vs ALM
+237.3%
-252.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -1.9% | -2.6% | +0.7% | -1.7% |
| 30D | -16.9% | +32.0% | -48.9% | -18.7% |
| 3M | -19.2% | -15.0% | -4.2% | -18.9% |
| 6M | -29.3% | -10.1% | -19.2% | -29.8% |
| YTD | -18.0% | +99.4% | -117.4% | -20.7% |
| 1Y | -15.1% | +316.4% | -331.4% | -18.9% |
| All | -14.7% | +237.3% | -252.0% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling