-12.3%
AMRZ vs SM
+70.4%
-82.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.3% | +20.5% | +2.4% |
| 7D | +10.3% | -21.5% | +31.8% | +6.0% |
| 30D | +18.7% | -11.4% | +30.1% | +16.4% |
| 3M | -14.6% | +0.6% | -15.3% | -14.0% |
| 6M | -12.9% | +0.2% | -13.1% | -11.3% |
| YTD | -17.4% | +69.7% | -87.0% | -22.1% |
| 1Y | -12.3% | +71.6% | -83.9% | -17.5% |
| All | -12.3% | +70.4% | -82.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling