-14.7%
AMRZ vs CPAY
+31.3%
-46.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.9% | +2.1% | -4.0% | -2.5% |
| 30D | -16.9% | +5.5% | -22.5% | -18.2% |
| 3M | -19.2% | +16.6% | -35.8% | -22.7% |
| 6M | -29.3% | +26.7% | -55.9% | -34.1% |
| YTD | -18.0% | +38.4% | -56.3% | -25.7% |
| 1Y | -15.1% | +30.1% | -45.2% | -19.2% |
| All | -14.7% | +31.3% | -46.0% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling