-16.6%
AMRZ vs BWA
+12.3%
-28.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | +4.3% | -6.4% | -2.8% |
| 30D | +13.0% | -13.0% | +26.0% | +15.6% |
| 3M | -12.1% | -24.8% | +12.7% | -7.7% |
| 6M | -19.1% | -23.5% | +4.4% | -15.7% |
| YTD | -23.3% | +13.8% | -37.1% | -31.6% |
| 1Y | -16.6% | +13.4% | -30.0% | -25.5% |
| All | -16.6% | +12.3% | -28.8% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling