-14.7%
AMRZ vs SM
+72.1%
-86.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.7% |
| 7D | +1.2% | -25.9% | +27.1% | -3.8% |
| 30D | +15.1% | -15.1% | +30.2% | +12.0% |
| 3M | -18.1% | +4.9% | -22.9% | -16.9% |
| 6M | -23.5% | +6.1% | -29.6% | -22.3% |
| YTD | -21.6% | +63.4% | -85.1% | -26.6% |
| 1Y | -14.7% | +72.5% | -87.2% | -20.4% |
| All | -14.7% | +72.1% | -86.8% | -20.4% |
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