-11.1%
AMRZ vs CRL
+111.4%
-122.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.5% |
| 7D | -1.1% | +4.4% | -5.5% | -2.1% |
| 30D | +18.3% | +17.1% | +1.2% | +13.6% |
| 3M | -8.0% | +32.1% | -40.1% | -14.2% |
| 6M | -18.7% | +98.9% | -117.6% | -32.1% |
| YTD | -19.8% | +77.1% | -97.0% | -32.6% |
| All | -11.1% | +111.4% | -122.5% | -30.6% |
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