-15.1%
AMRZ vs GEN
+5.4%
-20.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.8% |
| 30D | -16.9% | +10.1% | -27.1% | -18.0% |
| 3M | -19.2% | +16.1% | -35.3% | -20.9% |
| 6M | -29.3% | +38.9% | -68.1% | -31.6% |
| YTD | -18.0% | +14.4% | -32.4% | -16.2% |
| 1Y | -15.1% | +5.9% | -20.9% | -9.3% |
| All | -15.1% | +5.4% | -20.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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