-20.3%
AMRZ vs NYT
+33.5%
-53.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -4.0% | +9.0% | -13.0% | -4.8% |
| 30D | +12.4% | +6.8% | +5.5% | +11.7% |
| 3M | -11.5% | +12.1% | -23.7% | -12.6% |
| 6M | -21.6% | -7.7% | -13.9% | -21.2% |
| YTD | -23.4% | +4.2% | -27.6% | -23.3% |
| 1Y | -17.2% | +14.3% | -31.5% | -17.9% |
| All | -20.3% | +33.5% | -53.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling