-12.3%
AMRZ vs BAH
+6.2%
-18.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +5.1% |
| 7D | +10.3% | +5.8% | +4.5% | +9.8% |
| 30D | +18.7% | +28.7% | -10.0% | +16.3% |
| 3M | -14.6% | +20.9% | -35.5% | -16.0% |
| 6M | -12.9% | +15.2% | -28.0% | -13.9% |
| YTD | -17.4% | +7.1% | -24.4% | -19.1% |
| 1Y | -12.3% | +6.4% | -18.7% | -13.4% |
| All | -12.3% | +6.2% | -18.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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