-20.2%
AMRZ vs SFM
-68.7%
+48.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.2% |
| 7D | -2.1% | +6.0% | -8.1% | -2.0% |
| 30D | +13.0% | -19.5% | +32.4% | +12.2% |
| 3M | -12.1% | -37.0% | +24.9% | -13.1% |
| 6M | -19.1% | -41.0% | +21.9% | -20.1% |
| YTD | -23.3% | -34.6% | +11.4% | -23.5% |
| 1Y | -16.6% | -36.3% | +19.7% | -16.7% |
| All | -20.2% | -68.7% | +48.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling