-16.6%
AMRZ vs SNY
-1.8%
-14.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | +2.8% | -4.9% | -3.3% |
| 30D | +13.0% | +21.6% | -8.7% | +4.5% |
| 3M | -12.1% | +10.5% | -22.6% | -15.6% |
| 6M | -19.1% | +14.0% | -33.2% | -23.3% |
| YTD | -23.3% | +5.4% | -28.6% | -24.7% |
| 1Y | -16.6% | -2.5% | -14.1% | -10.6% |
| All | -16.6% | -1.8% | -14.8% | -10.6% |
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