-20.2%
AMRZ vs BTG
+53.1%
-73.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -4.7% | +2.4% | -7.1% | -4.9% |
| 30D | -11.3% | +9.5% | -20.8% | -12.2% |
| 3M | -22.1% | +38.5% | -60.6% | -25.1% |
| 6M | -29.6% | +5.6% | -35.2% | -30.2% |
| YTD | -23.3% | +23.9% | -47.2% | -25.4% |
| 1Y | -23.7% | +32.1% | -55.9% | -27.1% |
| All | -20.2% | +53.1% | -73.3% | -23.5% |
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