-18.5%
AMRZ vs SM
+12.4%
-30.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.7% |
| 7D | +1.2% | -25.9% | +27.1% | -2.0% |
| 30D | +15.1% | -15.1% | +30.2% | +13.0% |
| 3M | -18.1% | +4.9% | -22.9% | -17.7% |
| 6M | -23.5% | +6.1% | -29.6% | -23.3% |
| YTD | -21.6% | +63.4% | -85.1% | -26.2% |
| 1Y | -14.7% | +72.5% | -87.2% | -20.2% |
| All | -18.5% | +12.4% | -30.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling