-12.3%
AMRZ vs MTB
+27.0%
-39.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.4% |
| 7D | +10.3% | +2.0% | +8.3% | +8.9% |
| 30D | +18.7% | +2.9% | +15.8% | +16.4% |
| 3M | -14.6% | -10.7% | -4.0% | -8.1% |
| 6M | -12.9% | +6.3% | -19.2% | -16.5% |
| YTD | -17.4% | +13.8% | -31.1% | -23.4% |
| 1Y | -12.3% | +27.7% | -40.0% | -23.4% |
| All | -12.3% | +27.0% | -39.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling