-14.7%
AMRZ vs BBWI
-6.0%
-8.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.3% |
| 7D | +1.2% | -6.2% | +7.4% | +2.3% |
| 30D | +15.1% | +19.9% | -4.9% | +12.1% |
| 3M | -18.1% | +7.1% | -25.2% | -19.0% |
| 6M | -23.5% | +13.7% | -37.1% | -25.1% |
| YTD | -21.6% | +9.6% | -31.2% | -22.6% |
| 1Y | -14.7% | -1.6% | -13.1% | -15.4% |
| All | -14.7% | -6.0% | -8.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling