-14.7%
AMRZ vs CRL
+101.2%
-116.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.7% | -3.1% |
| 7D | +1.2% | -6.1% | +7.3% | +2.1% |
| 30D | +15.1% | +12.4% | +2.7% | +11.2% |
| 3M | -18.1% | +27.1% | -45.2% | -23.2% |
| 6M | -23.5% | +85.7% | -109.2% | -35.1% |
| YTD | -21.6% | +69.2% | -90.8% | -33.6% |
| 1Y | -14.7% | +97.5% | -112.3% | -32.9% |
| All | -14.7% | +101.2% | -116.0% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling