-22.9%
AMRZ vs BR
-30.9%
+8.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.9% |
| 7D | -2.0% | -5.9% | +3.9% | -1.2% |
| 30D | -9.8% | +1.9% | -11.7% | -10.1% |
| 3M | -17.2% | +14.7% | -31.9% | -19.1% |
| 6M | -26.9% | -12.8% | -14.2% | -26.7% |
| YTD | -21.5% | -23.0% | +1.6% | -18.4% |
| 1Y | -22.9% | -31.7% | +8.8% | -10.3% |
| All | -22.9% | -30.9% | +8.0% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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