-16.6%
AMRZ vs BUD
+21.7%
-38.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +1.8% |
| 7D | -1.1% | +1.3% | -2.5% | -1.6% |
| 30D | +18.3% | +10.0% | +8.3% | +14.6% |
| 3M | -8.0% | +1.6% | -9.6% | -8.7% |
| 6M | -18.7% | +6.5% | -25.2% | -20.7% |
| YTD | -19.8% | +34.8% | -54.7% | -25.3% |
| 1Y | -12.3% | +36.5% | -48.8% | -18.6% |
| All | -16.6% | +21.7% | -38.3% | -19.8% |
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