-14.7%
AMRZ vs BB
+83.8%
-98.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.9% | -5.6% | +3.7% | -1.7% |
| 30D | -16.9% | -11.8% | -5.1% | -16.5% |
| 3M | -19.2% | -25.5% | +6.3% | -18.6% |
| 6M | -29.3% | +121.3% | -150.5% | -35.1% |
| YTD | -18.0% | +103.2% | -121.1% | -24.5% |
| 1Y | -15.1% | +102.6% | -117.7% | -20.9% |
| All | -14.7% | +83.8% | -98.4% | -22.6% |
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