-17.2%
AMRZ vs CRL
+97.0%
-114.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -4.0% | +8.9% | -12.9% | -5.4% |
| 30D | +12.4% | +14.0% | -1.6% | +8.4% |
| 3M | -11.5% | +19.8% | -31.4% | -15.8% |
| 6M | -21.6% | +102.0% | -123.6% | -35.0% |
| YTD | -23.4% | +70.8% | -94.2% | -35.2% |
| 1Y | -17.2% | +98.7% | -115.9% | -34.2% |
| All | -17.2% | +97.0% | -114.1% | -34.2% |
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