-16.6%
AMRZ vs CRL
+141.7%
-158.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.5% |
| 7D | -1.1% | +4.4% | -5.5% | -2.0% |
| 30D | +18.3% | +17.1% | +1.2% | +14.1% |
| 3M | -8.0% | +32.1% | -40.1% | -13.5% |
| 6M | -18.7% | +98.9% | -117.6% | -30.4% |
| YTD | -19.8% | +77.1% | -97.0% | -30.6% |
| 1Y | -12.3% | +110.3% | -122.6% | -26.4% |
| All | -16.6% | +141.7% | -158.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling