-14.7%
AMRZ vs BBWI
-26.9%
+12.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.8% |
| 7D | -1.9% | +1.5% | -3.4% | -2.1% |
| 30D | -16.9% | -5.2% | -11.7% | -16.5% |
| 3M | -19.2% | +11.1% | -30.3% | -20.2% |
| 6M | -29.3% | -13.4% | -15.9% | -28.7% |
| YTD | -18.0% | +0.1% | -18.1% | -18.2% |
| 1Y | -15.1% | -36.1% | +21.0% | -14.3% |
| All | -14.7% | -26.9% | +12.2% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling