-18.1%
AMRZ vs NTR
+22.3%
-40.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.2% | +4.1% | -3.9% | +0.2% |
| 30D | +16.2% | +7.0% | +9.2% | +16.2% |
| 3M | -8.9% | +9.7% | -18.6% | -8.8% |
| 6M | -20.1% | +7.4% | -27.5% | -20.1% |
| YTD | -21.3% | +19.8% | -41.0% | -22.8% |
| 1Y | -12.6% | +25.4% | -38.1% | -15.3% |
| All | -18.1% | +22.3% | -40.4% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling