-15.1%
AMRZ vs HIG
+5.1%
-20.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -16.9% | -3.2% | -13.7% | -16.5% |
| 3M | -19.2% | +9.1% | -28.3% | -20.8% |
| 6M | -29.3% | -1.8% | -27.5% | -29.7% |
| YTD | -18.0% | +1.8% | -19.7% | -19.2% |
| 1Y | -15.1% | +4.6% | -19.6% | -17.0% |
| All | -15.1% | +5.1% | -20.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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