-12.3%
AMRZ vs SNY
+2.7%
-15.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +3.2% |
| 7D | +10.3% | +12.4% | -2.1% | +5.4% |
| 30D | +18.7% | +20.1% | -1.5% | +10.6% |
| 3M | -14.6% | +11.2% | -25.9% | -18.2% |
| 6M | -12.9% | +9.5% | -22.4% | -15.9% |
| YTD | -17.4% | +3.4% | -20.7% | -18.7% |
| 1Y | -12.3% | +2.0% | -14.3% | -12.9% |
| All | -12.3% | +2.7% | -15.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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