-18.7%
AMRZ vs IAG
+146.9%
-165.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.4% |
| 7D | -5.5% | +3.4% | -8.9% | -6.0% |
| 30D | +15.6% | -2.7% | +18.3% | +15.6% |
| 3M | -12.1% | -0.5% | -11.6% | -12.5% |
| 6M | -19.4% | -4.8% | -14.6% | -19.8% |
| YTD | -21.9% | +9.6% | -31.5% | -22.9% |
| 1Y | -15.0% | +32.2% | -47.2% | -17.3% |
| All | -18.7% | +146.9% | -165.6% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling