-18.7%
AMRZ vs MTB
+23.9%
-42.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -5.5% | -2.0% | -3.5% | -4.3% |
| 30D | +15.6% | +0.1% | +15.5% | +15.7% |
| 3M | -12.1% | -12.1% | 0.0% | -5.6% |
| 6M | -19.4% | +7.3% | -26.7% | -22.1% |
| YTD | -21.9% | +11.5% | -33.4% | -25.0% |
| 1Y | -15.0% | +21.3% | -36.3% | -20.4% |
| All | -18.7% | +23.9% | -42.6% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling