-18.5%
AMRZ vs SFM
-70.5%
+52.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.9% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | +15.1% | -24.8% | +39.8% | +14.2% |
| 3M | -18.1% | -43.7% | +25.6% | -19.2% |
| 6M | -23.5% | -37.3% | +13.8% | -24.1% |
| YTD | -21.6% | -38.4% | +16.8% | -21.9% |
| 1Y | -14.7% | -36.9% | +22.2% | -15.2% |
| All | -18.5% | -70.5% | +52.0% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling