-18.1%
AMRZ vs BWA
+58.2%
-76.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | +16.2% | -17.7% | +33.9% | +20.5% |
| 3M | -8.9% | -27.0% | +18.1% | -3.4% |
| 6M | -20.1% | -17.3% | -2.8% | -17.7% |
| YTD | -21.3% | +12.9% | -34.1% | -27.6% |
| 1Y | -12.6% | +12.9% | -25.5% | -19.9% |
| All | -18.1% | +58.2% | -76.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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