-21.3%
AMRZ vs NTRS
+61.6%
-82.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.7% |
| 7D | -8.1% | +0.3% | -8.4% | -8.2% |
| 30D | -14.8% | +0.2% | -15.0% | -14.9% |
| 3M | -19.7% | +13.2% | -33.0% | -23.2% |
| 6M | -30.8% | +36.9% | -67.7% | -38.1% |
| YTD | -24.3% | +39.1% | -63.4% | -32.1% |
| 1Y | -24.0% | +50.4% | -74.5% | -32.2% |
| All | -21.3% | +61.6% | -82.9% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling