-20.2%
AMRZ vs NTRS
+59.5%
-79.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -4.7% | +0.9% | -5.5% | -4.9% |
| 30D | -11.3% | -1.2% | -10.1% | -11.0% |
| 3M | -22.1% | +8.8% | -30.8% | -24.4% |
| 6M | -29.6% | +34.7% | -64.3% | -36.6% |
| YTD | -23.3% | +37.2% | -60.6% | -30.9% |
| 1Y | -23.7% | +46.3% | -70.1% | -31.8% |
| All | -20.2% | +59.5% | -79.7% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling