-23.7%
AMRZ vs GWRE
-45.7%
+22.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.1% |
| 7D | -4.7% | -26.2% | +21.6% | -3.5% |
| 30D | -11.3% | -17.8% | +6.5% | -10.6% |
| 3M | -22.1% | +14.2% | -36.3% | -22.6% |
| 6M | -29.6% | -12.9% | -16.7% | -28.4% |
| YTD | -23.3% | -29.2% | +5.9% | -22.3% |
| 1Y | -23.7% | -44.4% | +20.7% | -21.8% |
| All | -23.7% | -45.7% | +22.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling