-14.7%
AMRZ vs BWA
+10.1%
-24.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.3% |
| 7D | +1.2% | -5.5% | +6.6% | +2.1% |
| 30D | +15.1% | -21.7% | +36.8% | +20.1% |
| 3M | -18.1% | -25.6% | +7.6% | -13.8% |
| 6M | -23.5% | -17.4% | -6.0% | -21.2% |
| YTD | -21.6% | +9.2% | -30.8% | -29.7% |
| 1Y | -14.7% | +9.7% | -24.5% | -23.9% |
| All | -14.7% | +10.1% | -24.8% | -23.9% |
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