-11.1%
AMRZ vs M
+25.7%
-36.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | -0.6% |
| 7D | -1.1% | +2.5% | -3.7% | -2.1% |
| 30D | +18.3% | +10.1% | +8.2% | +14.4% |
| 3M | -8.0% | -0.9% | -7.0% | -7.9% |
| 6M | -18.7% | +30.2% | -48.8% | -25.8% |
| YTD | -19.8% | +16.3% | -36.1% | -24.9% |
| All | -11.1% | +25.7% | -36.7% | -19.2% |
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