-14.7%
AMRZ vs CRL
+97.3%
-112.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -16.9% | +10.7% | -27.6% | -18.7% |
| 3M | -19.2% | +55.3% | -74.5% | -26.6% |
| 6M | -29.3% | +60.7% | -89.9% | -36.8% |
| YTD | -18.0% | +44.6% | -62.6% | -25.7% |
| 1Y | -15.1% | +77.7% | -92.8% | -26.3% |
| All | -14.7% | +97.3% | -112.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling