-20.3%
AMRZ vs MDY
+24.0%
-44.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -0.5% |
| 7D | -4.0% | +3.0% | -7.1% | -7.5% |
| 30D | +12.4% | +0.8% | +11.6% | +11.2% |
| 3M | -11.5% | -5.1% | -6.4% | -5.5% |
| 6M | -21.6% | +1.2% | -22.8% | -22.7% |
| YTD | -23.4% | +12.5% | -35.8% | -32.5% |
| 1Y | -17.2% | +13.8% | -30.9% | -27.7% |
| All | -20.3% | +24.0% | -44.3% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling