-17.2%
AMRZ vs SM
+78.0%
-95.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -0.9% |
| 7D | -4.0% | +10.6% | -14.6% | -2.1% |
| 30D | +12.4% | -15.0% | +27.4% | +9.6% |
| 3M | -11.5% | +1.7% | -13.2% | -10.5% |
| 6M | -21.6% | +5.9% | -27.5% | -19.3% |
| YTD | -23.4% | +79.0% | -102.4% | -27.2% |
| 1Y | -17.2% | +84.7% | -101.8% | -21.0% |
| All | -17.2% | +78.0% | -95.1% | -21.0% |
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