-20.2%
AMRZ vs SNY
-5.1%
-15.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -4.7% | -3.6% | -1.0% | -3.6% |
| 30D | -11.3% | -1.4% | -9.8% | -10.9% |
| 3M | -22.1% | -4.2% | -17.9% | -21.1% |
| 6M | -29.6% | +2.0% | -31.6% | -29.8% |
| YTD | -23.3% | -6.7% | -16.6% | -22.1% |
| 1Y | -23.7% | -4.7% | -19.0% | -22.9% |
| All | -20.2% | -5.1% | -15.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling