-22.9%
AMRZ vs BG
+50.6%
-73.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.4% | -8.6% | -4.1% |
| 7D | -2.0% | +2.4% | -4.4% | -1.9% |
| 30D | -9.8% | +15.0% | -24.9% | -9.6% |
| 3M | -17.2% | -0.7% | -16.6% | -16.8% |
| 6M | -26.9% | +7.5% | -34.4% | -27.2% |
| YTD | -21.5% | +41.6% | -63.1% | -23.8% |
| 1Y | -22.9% | +50.7% | -73.5% | -25.3% |
| All | -22.9% | +50.6% | -73.5% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling