-16.6%
AMRZ vs BG
+23.4%
-40.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.4% |
| 7D | -1.1% | +7.4% | -8.5% | -0.8% |
| 30D | +18.3% | -1.5% | +19.8% | +18.2% |
| 3M | -8.0% | -6.1% | -1.9% | -8.3% |
| 6M | -18.7% | -18.0% | -0.7% | -18.7% |
| YTD | -19.8% | +15.6% | -35.5% | -21.9% |
| 1Y | -12.3% | +9.6% | -21.9% | -14.4% |
| All | -16.6% | +23.4% | -40.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling