-19.7%
AMRZ vs BBWI
+21.4%
-41.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.2% | +2.8% | -1.7% |
| 7D | +2.5% | -3.1% | +5.6% | +3.4% |
| 30D | +14.4% | +23.1% | -8.7% | +9.0% |
| 3M | -19.2% | +7.3% | -26.4% | -20.1% |
| 6M | -19.7% | +22.6% | -42.3% | -23.3% |
| All | -19.7% | +21.4% | -41.1% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling