-18.3%
AMRZ vs HIG
+9.8%
-28.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.9% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | -9.8% | -4.9% | -4.9% | -8.9% |
| 3M | -17.2% | +6.8% | -24.0% | -18.8% |
| 6M | -26.9% | -1.7% | -25.2% | -27.0% |
| YTD | -21.5% | -0.2% | -21.2% | -22.1% |
| 1Y | -22.9% | +5.7% | -28.6% | -24.2% |
| All | -18.3% | +9.8% | -28.1% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling