-15.0%
AMRZ vs CPB
-23.3%
+8.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.6% |
| 7D | -5.5% | -4.1% | -1.4% | -5.0% |
| 30D | +15.6% | +16.9% | -1.3% | +14.4% |
| 3M | -12.1% | -0.6% | -11.6% | -12.5% |
| 6M | -19.4% | +11.4% | -30.8% | -20.5% |
| YTD | -21.9% | -14.8% | -7.0% | -20.5% |
| 1Y | -15.0% | -24.8% | +9.7% | -12.9% |
| All | -15.0% | -23.3% | +8.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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