-20.2%
AMRZ vs NWSA
-4.1%
-16.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.5% |
| 7D | -2.1% | +2.2% | -4.3% | -2.6% |
| 30D | +13.0% | -8.8% | +21.7% | +15.4% |
| 3M | -12.1% | -6.5% | -5.6% | -10.6% |
| 6M | -19.1% | +1.5% | -20.6% | -19.0% |
| YTD | -23.3% | +4.0% | -27.3% | -23.6% |
| 1Y | -16.6% | +3.4% | -20.0% | -17.0% |
| All | -20.2% | -4.1% | -16.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling