-15.1%
AMRZ vs MDY
+17.9%
-33.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -16.9% | -1.5% | -15.4% | -15.4% |
| 3M | -19.2% | +0.8% | -20.0% | -20.1% |
| 6M | -29.3% | +7.4% | -36.7% | -35.7% |
| YTD | -18.0% | +15.2% | -33.2% | -30.8% |
| 1Y | -15.1% | +16.5% | -31.6% | -28.8% |
| All | -15.1% | +17.9% | -33.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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