-14.7%
AMRZ vs MDY
+27.0%
-41.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -16.9% | -1.5% | -15.4% | -15.5% |
| 3M | -19.2% | +0.8% | -20.0% | -20.0% |
| 6M | -29.3% | +7.4% | -36.7% | -35.3% |
| YTD | -18.0% | +15.2% | -33.2% | -29.9% |
| 1Y | -15.1% | +16.5% | -31.6% | -28.1% |
| All | -14.7% | +27.0% | -41.7% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling