-18.7%
AMRZ vs CRL
+134.4%
-153.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -5.5% | +5.0% | -10.5% | -6.2% |
| 30D | +15.6% | +13.5% | +2.1% | +12.1% |
| 3M | -12.1% | +21.5% | -33.6% | -16.1% |
| 6M | -19.4% | +103.4% | -122.9% | -31.5% |
| YTD | -21.9% | +71.8% | -93.7% | -32.1% |
| 1Y | -15.0% | +97.5% | -112.5% | -28.0% |
| All | -18.7% | +134.4% | -153.1% | -32.8% |
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