-22.9%
AMRZ vs CPAY
+28.8%
-51.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -3.7% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -9.8% | +3.6% | -13.4% | -10.7% |
| 3M | -17.2% | +16.6% | -33.9% | -20.5% |
| 6M | -26.9% | +29.5% | -56.4% | -31.9% |
| YTD | -21.5% | +35.3% | -56.7% | -27.3% |
| 1Y | -22.9% | +30.6% | -53.5% | -25.2% |
| All | -22.9% | +28.8% | -51.6% | -25.2% |
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