-20.2%
AMRZ vs MKTX
-24.7%
+4.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.7% | +0.3% | -4.9% | -4.7% |
| 30D | -11.3% | +1.0% | -12.2% | -11.3% |
| 3M | -22.1% | +40.8% | -62.9% | -22.9% |
| 6M | -29.6% | -10.9% | -18.7% | -28.1% |
| YTD | -23.3% | -8.6% | -14.7% | -22.0% |
| 1Y | -23.7% | -11.6% | -12.2% | -20.8% |
| All | -20.2% | -24.7% | +4.5% | -13.4% |
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