-18.5%
AMRZ vs BUD
+20.0%
-38.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.3% |
| 7D | +1.2% | +4.5% | -3.3% | -0.3% |
| 30D | +15.1% | +12.5% | +2.5% | +10.7% |
| 3M | -18.1% | 0.0% | -18.0% | -18.3% |
| 6M | -23.5% | +3.8% | -27.3% | -24.7% |
| YTD | -21.6% | +33.1% | -54.7% | -26.6% |
| 1Y | -14.7% | +35.5% | -50.3% | -20.5% |
| All | -18.5% | +20.0% | -38.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling