-20.2%
AMRZ vs NYT
+36.0%
-56.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | 0.0% |
| 7D | -2.1% | +6.5% | -8.6% | -2.7% |
| 30D | +13.0% | +8.4% | +4.5% | +12.2% |
| 3M | -12.1% | +13.9% | -26.0% | -13.3% |
| 6M | -19.1% | -4.8% | -14.3% | -19.0% |
| YTD | -23.3% | +6.2% | -29.4% | -23.4% |
| 1Y | -16.6% | +14.3% | -30.8% | -17.4% |
| All | -20.2% | +36.0% | -56.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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