-18.1%
AMRZ vs BB
+118.1%
-136.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.2% | +11.6% | -11.4% | -0.3% |
| 30D | +16.2% | +2.6% | +13.6% | +15.8% |
| 3M | -8.9% | +3.5% | -12.4% | -9.3% |
| 6M | -20.1% | +43.5% | -63.6% | -23.1% |
| YTD | -21.3% | +141.2% | -162.4% | -28.2% |
| 1Y | -12.6% | +97.4% | -110.1% | -20.0% |
| All | -18.1% | +118.1% | -136.2% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling