-12.3%
AMRZ vs IFF
+44.8%
-57.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.9% | +10.1% | +7.0% |
| 7D | +10.3% | -3.3% | +13.6% | +11.5% |
| 30D | +18.7% | +5.3% | +13.4% | +16.0% |
| 3M | -14.6% | +8.9% | -23.5% | -17.8% |
| 6M | -12.9% | +26.3% | -39.2% | -20.9% |
| YTD | -17.4% | +32.2% | -49.5% | -25.2% |
| 1Y | -12.3% | +45.8% | -58.1% | -22.4% |
| All | -12.3% | +44.8% | -57.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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