-14.7%
AMRZ vs SM
+36.9%
-51.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -16.9% | +26.3% | -43.2% | -15.0% |
| 3M | -19.2% | +8.7% | -27.9% | -17.5% |
| 6M | -29.3% | +51.7% | -81.0% | -29.9% |
| YTD | -18.0% | +99.0% | -117.0% | -21.3% |
| 1Y | -15.1% | +34.6% | -49.7% | -15.8% |
| All | -14.7% | +36.9% | -51.5% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling