-16.6%
AMRZ vs MTB
+21.0%
-37.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | -2.1% | +1.5% | -3.6% | -3.2% |
| 30D | +13.0% | +2.3% | +10.6% | +11.3% |
| 3M | -12.1% | -12.1% | 0.0% | -4.0% |
| 6M | -19.1% | +9.8% | -28.9% | -24.2% |
| YTD | -23.3% | +12.0% | -35.3% | -28.7% |
| 1Y | -16.6% | +22.0% | -38.6% | -26.4% |
| All | -16.6% | +21.0% | -37.6% | -26.4% |
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