-20.3%
AMRZ vs MKTX
-23.5%
+3.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -4.0% | +0.2% | -4.3% | -4.0% |
| 30D | +12.4% | +0.9% | +11.5% | +12.4% |
| 3M | -11.5% | +2.5% | -14.1% | -11.6% |
| 6M | -21.6% | +18.6% | -40.2% | -22.0% |
| YTD | -23.4% | -7.1% | -16.3% | -22.1% |
| 1Y | -17.2% | -0.3% | -16.8% | -16.6% |
| All | -20.3% | -23.5% | +3.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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