-12.6%
AMRZ vs CPAY
+66.2%
-78.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +0.2% | +13.1% | -12.8% | -3.6% |
| 30D | +16.2% | +15.5% | +0.7% | +11.0% |
| 3M | -8.9% | +14.7% | -23.6% | -12.8% |
| 6M | -20.1% | +33.6% | -53.7% | -26.8% |
| YTD | -21.3% | +52.7% | -74.0% | -31.4% |
| 1Y | -12.6% | +63.5% | -76.2% | -27.5% |
| All | -12.6% | +66.2% | -78.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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