-15.1%
AMRZ vs M
+28.8%
-43.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -1.3% |
| 7D | +2.5% | -2.1% | +4.6% | +3.3% |
| 30D | +14.4% | +7.7% | +6.7% | +11.6% |
| 3M | -19.2% | -4.4% | -14.8% | -18.1% |
| 6M | -19.7% | +27.5% | -47.2% | -26.2% |
| YTD | -20.2% | +12.8% | -32.9% | -24.4% |
| 1Y | -15.1% | +20.7% | -35.8% | -21.4% |
| All | -15.1% | +28.8% | -43.8% | -21.4% |
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