-14.7%
AMRZ vs NWSA
+7.7%
-22.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -1.9% | -1.9% | 0.0% | -1.5% |
| 30D | -16.9% | +4.6% | -21.5% | -17.6% |
| 3M | -19.2% | +13.2% | -32.4% | -21.0% |
| 6M | -29.3% | +27.0% | -56.3% | -32.6% |
| YTD | -18.0% | +16.8% | -34.8% | -20.6% |
| 1Y | -15.1% | +4.5% | -19.6% | -15.1% |
| All | -14.7% | +7.7% | -22.4% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling