-17.0%
AMRZ vs SM
+11.3%
-28.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -3.9% |
| 7D | +2.5% | -25.1% | +27.6% | -0.6% |
| 30D | +14.4% | -15.6% | +30.0% | +12.3% |
| 3M | -19.2% | +2.7% | -21.9% | -19.0% |
| 6M | -19.7% | -3.8% | -15.9% | -19.6% |
| YTD | -20.2% | +61.8% | -82.0% | -25.0% |
| 1Y | -15.1% | +71.4% | -86.4% | -20.6% |
| All | -17.0% | +11.3% | -28.2% | -19.6% |
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