-12.3%
AMRZ vs BUD
+38.4%
-50.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +3.6% |
| 7D | +10.3% | +3.3% | +7.0% | +8.5% |
| 30D | +18.7% | +11.8% | +6.9% | +12.3% |
| 3M | -14.6% | -1.1% | -13.6% | -14.4% |
| 6M | -12.9% | +14.9% | -27.8% | -19.7% |
| YTD | -17.4% | +32.6% | -49.9% | -28.9% |
| 1Y | -12.3% | +37.2% | -49.5% | -26.6% |
| All | -12.3% | +38.4% | -50.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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