-14.7%
AMRZ vs BAH
-24.6%
+10.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.3% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | -16.9% | +2.0% | -18.9% | -17.0% |
| 3M | -19.2% | -7.6% | -11.6% | -18.6% |
| 6M | -29.3% | -5.7% | -23.6% | -29.3% |
| YTD | -18.0% | -11.7% | -6.2% | -17.6% |
| 1Y | -15.1% | -27.4% | +12.3% | -13.1% |
| All | -14.7% | -24.6% | +10.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling