-20.2%
AMRZ vs BUD
+21.3%
-41.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +13.0% | +6.7% | +6.3% | +10.5% |
| 3M | -12.1% | +5.7% | -17.8% | -13.8% |
| 6M | -19.1% | +5.8% | -25.0% | -21.0% |
| YTD | -23.3% | +34.4% | -57.7% | -28.4% |
| 1Y | -16.6% | +33.3% | -49.9% | -22.4% |
| All | -20.2% | +21.3% | -41.4% | -23.1% |
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