-18.3%
AMRZ vs NWSA
+5.7%
-24.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.8% |
| 7D | -2.0% | -2.6% | +0.6% | -1.4% |
| 30D | -9.8% | +4.6% | -14.4% | -10.7% |
| 3M | -17.2% | +10.2% | -27.4% | -18.6% |
| 6M | -26.9% | +21.6% | -48.6% | -29.7% |
| YTD | -21.5% | +14.6% | -36.1% | -23.6% |
| 1Y | -22.9% | +0.4% | -23.2% | -21.4% |
| All | -18.3% | +5.7% | -24.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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