-18.5%
AMRZ vs SPY
+25.2%
-43.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.2% |
| 7D | +1.2% | -2.7% | +3.9% | +4.4% |
| 30D | +15.1% | -5.4% | +20.5% | +22.7% |
| 3M | -18.1% | -4.1% | -14.0% | -14.1% |
| 6M | -23.5% | +0.7% | -24.2% | -24.7% |
| YTD | -21.6% | +8.7% | -30.3% | -30.4% |
| 1Y | -14.7% | +10.9% | -25.6% | -25.8% |
| All | -18.5% | +25.2% | -43.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling