-12.9%
AMRZ vs IAG
+42.2%
-55.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.6% | -0.9% |
| 7D | 0.0% | +16.8% | -16.9% | -2.7% |
| 30D | +15.9% | -1.5% | +17.4% | +15.6% |
| 3M | -9.2% | +0.5% | -9.6% | -9.8% |
| 6M | -20.3% | -1.0% | -19.4% | -21.2% |
| YTD | -21.5% | +12.3% | -33.8% | -23.3% |
| 1Y | -12.9% | +39.2% | -52.1% | -19.5% |
| All | -12.9% | +42.2% | -55.1% | -19.5% |
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