-21.1%
AMRZ vs LUMN
+77.0%
-98.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -7.5% | +2.5% | -10.0% | -7.7% |
| 30D | -12.4% | +10.3% | -22.7% | -13.1% |
| 3M | -22.4% | -18.3% | -4.1% | -21.1% |
| 6M | -29.5% | +4.4% | -33.9% | -29.9% |
| YTD | -24.1% | -10.7% | -13.5% | -24.8% |
| 1Y | -26.3% | +14.0% | -40.2% | -29.4% |
| All | -21.1% | +77.0% | -98.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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