-20.2%
AMRZ vs NTR
+35.8%
-56.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -4.7% | +0.5% | -5.2% | -4.6% |
| 30D | -11.3% | +21.7% | -33.0% | -10.8% |
| 3M | -22.1% | +22.8% | -44.8% | -21.6% |
| 6M | -29.6% | +8.2% | -37.8% | -29.5% |
| YTD | -23.3% | +32.9% | -56.2% | -24.6% |
| 1Y | -23.7% | +45.3% | -69.1% | -26.6% |
| All | -20.2% | +35.8% | -56.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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