-21.3%
AMRZ vs LUMN
+73.7%
-95.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -8.1% | -1.4% | -6.7% | -8.0% |
| 30D | -14.8% | +6.7% | -21.6% | -15.3% |
| 3M | -19.7% | -17.6% | -2.2% | -18.5% |
| 6M | -30.8% | +1.6% | -32.5% | -31.1% |
| YTD | -24.3% | -12.4% | -11.9% | -24.8% |
| 1Y | -24.0% | +10.9% | -34.9% | -27.2% |
| All | -21.3% | +73.7% | -95.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling