-18.7%
AMRZ vs BUD
+20.2%
-38.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -5.5% | +0.5% | -6.0% | -5.7% |
| 30D | +15.6% | +7.4% | +8.3% | +12.9% |
| 3M | -12.1% | +4.3% | -16.4% | -13.4% |
| 6M | -19.4% | +5.3% | -24.7% | -21.1% |
| YTD | -21.9% | +33.2% | -55.1% | -26.9% |
| 1Y | -15.0% | +31.8% | -46.8% | -20.7% |
| All | -18.7% | +20.2% | -38.9% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling