-12.3%
AMRZ vs M
+36.6%
-48.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.6% | -2.4% | +2.6% |
| 7D | +10.3% | +8.3% | +2.0% | +7.4% |
| 30D | +18.7% | +14.2% | +4.5% | +13.5% |
| 3M | -14.6% | -1.1% | -13.5% | -14.6% |
| 6M | -12.9% | +36.6% | -49.5% | -21.4% |
| YTD | -17.4% | +19.8% | -37.1% | -23.2% |
| 1Y | -12.3% | +37.2% | -49.5% | -21.2% |
| All | -12.3% | +36.6% | -48.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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