-20.3%
AMRZ vs SPY
+29.0%
-49.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.5% |
| 7D | -4.0% | +3.3% | -7.3% | -7.6% |
| 30D | +12.4% | -2.7% | +15.1% | +15.9% |
| 3M | -11.5% | -1.7% | -9.8% | -9.8% |
| 6M | -21.6% | +3.1% | -24.7% | -24.9% |
| YTD | -23.4% | +11.9% | -35.3% | -34.3% |
| 1Y | -17.2% | +12.0% | -29.2% | -29.2% |
| All | -20.3% | +29.0% | -49.3% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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