-20.2%
AMRZ vs BR
-16.6%
-3.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +13.0% | +14.4% | -1.4% | +10.8% |
| 3M | -12.1% | +12.4% | -24.5% | -13.6% |
| 6M | -19.1% | +35.4% | -54.6% | -22.6% |
| YTD | -23.3% | -12.2% | -11.1% | -23.8% |
| 1Y | -16.6% | -12.7% | -3.8% | -16.9% |
| All | -20.2% | -16.6% | -3.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling