-21.3%
AMRZ vs SNY
-5.4%
-15.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -8.1% | -3.6% | -4.5% | -7.1% |
| 30D | -14.8% | -1.9% | -12.9% | -14.3% |
| 3M | -19.7% | -2.0% | -17.8% | -19.4% |
| 6M | -30.8% | +2.5% | -33.4% | -31.1% |
| YTD | -24.3% | -7.0% | -17.3% | -23.1% |
| 1Y | -24.0% | -4.4% | -19.6% | -23.2% |
| All | -21.3% | -5.4% | -15.9% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling