-15.1%
AMRZ vs SM
+36.8%
-51.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.8% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -16.9% | +25.6% | -42.5% | -14.4% |
| 3M | -19.2% | +8.0% | -27.2% | -17.1% |
| 6M | -29.3% | +50.8% | -80.1% | -29.3% |
| YTD | -18.0% | +97.9% | -115.9% | -20.7% |
| 1Y | -15.1% | +33.8% | -48.9% | -17.1% |
| All | -15.1% | +36.8% | -51.8% | -17.1% |
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