-14.7%
AMRZ vs BWA
+111.8%
-126.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | -1.9% | +5.7% | -7.6% | -3.0% |
| 30D | -16.9% | +1.4% | -18.3% | -17.3% |
| 3M | -19.2% | -12.1% | -7.1% | -17.4% |
| 6M | -29.3% | +28.6% | -57.8% | -33.2% |
| YTD | -18.0% | +51.1% | -69.1% | -28.7% |
| 1Y | -15.1% | +55.9% | -71.0% | -27.1% |
| All | -14.7% | +111.8% | -126.5% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling