-16.6%
AMRZ vs BTG
+57.6%
-74.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +1.7% |
| 7D | -1.1% | +19.1% | -20.2% | -3.1% |
| 30D | +18.3% | +8.2% | +10.1% | +16.9% |
| 3M | -8.0% | +13.3% | -21.3% | -9.6% |
| 6M | -18.7% | +8.1% | -26.8% | -19.5% |
| YTD | -19.8% | +27.5% | -47.4% | -22.6% |
| 1Y | -12.3% | +47.1% | -59.4% | -16.0% |
| All | -16.6% | +57.6% | -74.2% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling