-18.5%
AMRZ vs MDY
+21.1%
-39.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.6% |
| 7D | +1.2% | -1.7% | +2.8% | +3.3% |
| 30D | +15.1% | -0.9% | +16.0% | +16.3% |
| 3M | -18.1% | -5.7% | -12.3% | -11.9% |
| 6M | -23.5% | -2.9% | -20.5% | -20.6% |
| YTD | -21.6% | +9.8% | -31.5% | -28.9% |
| 1Y | -14.7% | +13.5% | -28.2% | -24.9% |
| All | -18.5% | +21.1% | -39.6% | -29.6% |
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