-16.6%
AMRZ vs SPY
+12.1%
-28.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | -2.1% | +2.6% | -4.7% | -5.2% |
| 30D | +13.0% | -2.0% | +14.9% | +15.6% |
| 3M | -12.1% | -2.8% | -9.3% | -8.9% |
| 6M | -19.1% | +2.1% | -21.3% | -22.0% |
| YTD | -23.3% | +11.5% | -34.7% | -35.8% |
| 1Y | -16.6% | +13.5% | -30.0% | -31.8% |
| All | -16.6% | +12.1% | -28.6% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling