-18.7%
AMRZ vs BB
+124.3%
-143.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | -5.5% | +7.3% | -12.8% | -5.8% |
| 30D | +15.6% | +11.2% | +4.4% | +14.8% |
| 3M | -12.1% | +4.7% | -16.8% | -12.5% |
| 6M | -19.4% | +51.1% | -70.6% | -22.6% |
| YTD | -21.9% | +148.0% | -169.9% | -28.9% |
| 1Y | -15.0% | +106.1% | -121.2% | -22.3% |
| All | -18.7% | +124.3% | -143.1% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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