-14.7%
AMRZ vs BG
+44.8%
-59.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.5% |
| 7D | -1.9% | +2.8% | -4.7% | -1.9% |
| 30D | -16.9% | +12.0% | -29.0% | -16.9% |
| 3M | -19.2% | -7.7% | -11.5% | -18.8% |
| 6M | -29.3% | +4.5% | -33.8% | -29.6% |
| YTD | -18.0% | +35.7% | -53.7% | -19.8% |
| 1Y | -15.1% | +50.1% | -65.2% | -17.1% |
| All | -14.7% | +44.8% | -59.4% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling