-12.3%
AMRZ vs CLBK
+65.7%
-78.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.9% |
| 7D | +10.3% | +4.6% | +5.7% | +8.9% |
| 30D | +18.7% | -1.5% | +20.2% | +19.2% |
| 3M | -14.6% | +4.4% | -19.0% | -15.9% |
| 6M | -12.9% | +31.7% | -44.6% | -21.7% |
| YTD | -17.4% | +58.7% | -76.1% | -30.3% |
| 1Y | -12.3% | +64.9% | -77.2% | -27.4% |
| All | -12.3% | +65.7% | -78.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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