-18.5%
AMRZ vs BAH
-11.7%
-6.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.5% |
| 7D | +1.2% | -3.5% | +4.7% | +1.5% |
| 30D | +15.1% | +24.3% | -9.2% | +13.3% |
| 3M | -18.1% | +16.3% | -34.4% | -19.0% |
| 6M | -23.5% | +13.6% | -37.0% | -24.2% |
| YTD | -21.6% | +3.5% | -25.1% | -22.2% |
| 1Y | -14.7% | +2.7% | -17.4% | -15.4% |
| All | -18.5% | -11.7% | -6.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling