-14.7%
AMRZ vs BR
-25.1%
+10.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | 0.0% |
| 7D | -1.9% | -5.3% | +3.4% | -1.3% |
| 30D | -16.9% | +6.4% | -23.4% | -17.6% |
| 3M | -19.2% | +13.6% | -32.8% | -20.7% |
| 6M | -29.3% | -6.7% | -22.6% | -29.8% |
| YTD | -18.0% | -21.1% | +3.1% | -17.2% |
| 1Y | -15.1% | -29.6% | +14.5% | -13.1% |
| All | -14.7% | -25.1% | +10.4% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling