-20.2%
AMRZ vs NYT
+24.0%
-44.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.1% |
| 7D | -4.7% | -1.6% | -3.1% | -4.5% |
| 30D | -11.3% | +2.8% | -14.1% | -11.5% |
| 3M | -22.1% | -9.2% | -12.8% | -21.7% |
| 6M | -29.6% | -17.1% | -12.5% | -28.5% |
| YTD | -23.3% | -3.2% | -20.1% | -22.7% |
| 1Y | -23.7% | +15.7% | -39.4% | -24.5% |
| All | -20.2% | +24.0% | -44.2% | -20.6% |
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