-18.5%
AMRZ vs CRL
+130.8%
-149.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.7% | -3.0% |
| 7D | +1.2% | -6.1% | +7.3% | +2.0% |
| 30D | +15.1% | +12.4% | +2.7% | +11.7% |
| 3M | -18.1% | +27.1% | -45.2% | -22.6% |
| 6M | -23.5% | +85.7% | -109.2% | -33.6% |
| YTD | -21.6% | +69.2% | -90.8% | -31.7% |
| 1Y | -14.7% | +97.5% | -112.3% | -27.8% |
| All | -18.5% | +130.8% | -149.3% | -32.4% |
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