-18.3%
AMRZ vs GWRE
-37.1%
+18.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.8% | +3.6% | -3.8% |
| 7D | -2.0% | -25.6% | +23.5% | -0.5% |
| 30D | -9.8% | -12.2% | +2.4% | -9.3% |
| 3M | -17.2% | +17.7% | -34.9% | -18.4% |
| 6M | -26.9% | -11.3% | -15.6% | -25.8% |
| YTD | -21.5% | -25.5% | +4.1% | -19.6% |
| 1Y | -22.9% | -42.8% | +20.0% | -18.1% |
| All | -18.3% | -37.1% | +18.8% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling