-14.7%
AMRZ vs M
+119.3%
-134.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -1.9% | +4.7% | -6.6% | -2.9% |
| 30D | -16.9% | -9.6% | -7.3% | -15.1% |
| 3M | -19.2% | +0.9% | -20.0% | -19.2% |
| 6M | -29.3% | +22.3% | -51.6% | -31.9% |
| YTD | -18.0% | +6.5% | -24.5% | -19.7% |
| 1Y | -15.1% | +38.8% | -53.8% | -18.6% |
| All | -14.7% | +119.3% | -134.0% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling