-12.3%
AMRZ vs NTRS
+43.5%
-55.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +3.7% |
| 7D | +10.3% | +3.6% | +6.7% | +8.6% |
| 30D | +18.7% | +4.3% | +14.4% | +16.4% |
| 3M | -14.6% | -1.9% | -12.7% | -14.1% |
| 6M | -12.9% | +11.4% | -24.3% | -17.8% |
| YTD | -17.4% | +32.3% | -49.6% | -31.0% |
| 1Y | -12.3% | +42.5% | -54.8% | -29.3% |
| All | -12.3% | +43.5% | -55.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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