-20.2%
AMRZ vs GWRE
-40.3%
+20.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.0% |
| 7D | -4.7% | -26.2% | +21.6% | -3.1% |
| 30D | -11.3% | -17.8% | +6.5% | -10.4% |
| 3M | -22.1% | +14.2% | -36.3% | -23.0% |
| 6M | -29.6% | -12.9% | -16.7% | -28.6% |
| YTD | -23.3% | -29.2% | +5.9% | -21.2% |
| 1Y | -23.7% | -44.4% | +20.7% | -19.1% |
| All | -20.2% | -40.3% | +20.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling