-19.4%
AMRZ vs IAG
+104.4%
-123.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -16.9% | +28.9% | -45.8% | -20.1% |
| 3M | -19.2% | +19.1% | -38.3% | -21.7% |
| 6M | -29.3% | -10.3% | -19.0% | -29.6% |
| YTD | -18.0% | +24.2% | -42.2% | -19.9% |
| All | -19.4% | +104.4% | -123.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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