-20.2%
AMRZ vs BG
+50.6%
-70.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -4.7% | +0.5% | -5.2% | -4.6% |
| 30D | -11.3% | +10.3% | -21.6% | -11.1% |
| 3M | -22.1% | -1.9% | -20.2% | -21.7% |
| 6M | -29.6% | +5.2% | -34.8% | -29.7% |
| YTD | -23.3% | +41.2% | -64.5% | -24.9% |
| 1Y | -23.7% | +50.5% | -74.3% | -25.3% |
| All | -20.2% | +50.6% | -70.8% | -22.7% |
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