-20.2%
AMRZ vs NTRS
+53.9%
-74.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.1% | +3.2% | -5.3% | -3.2% |
| 30D | +13.0% | +9.6% | +3.4% | +9.6% |
| 3M | -12.1% | -6.0% | -6.1% | -10.4% |
| 6M | -19.1% | +10.4% | -29.5% | -22.0% |
| YTD | -23.3% | +32.5% | -55.7% | -30.1% |
| 1Y | -16.6% | +41.2% | -57.8% | -24.5% |
| All | -20.2% | +53.9% | -74.1% | -26.1% |
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