-18.5%
AMRZ vs BG
+20.8%
-39.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +1.2% | +2.5% | -1.4% | +1.3% |
| 30D | +15.1% | -6.1% | +21.1% | +14.9% |
| 3M | -18.1% | -8.5% | -9.5% | -18.4% |
| 6M | -23.5% | -20.4% | -3.0% | -23.5% |
| YTD | -21.6% | +13.3% | -34.9% | -23.7% |
| 1Y | -14.7% | +7.3% | -22.0% | -16.9% |
| All | -18.5% | +20.8% | -39.3% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling