-12.3%
AMRZ vs BTG
+24.4%
-36.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.7% | -3.5% | +4.0% |
| 7D | +10.3% | -0.2% | +10.5% | +10.1% |
| 30D | +18.7% | -0.8% | +19.5% | +18.5% |
| 3M | -14.6% | +31.8% | -46.5% | -18.7% |
| 6M | -12.9% | +20.4% | -33.3% | -16.0% |
| YTD | -17.4% | +14.7% | -32.1% | -20.9% |
| 1Y | -12.3% | +29.4% | -41.7% | -18.9% |
| All | -12.3% | +24.4% | -36.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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