-18.1%
AMRZ vs SPY
+27.7%
-45.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.8% |
| 30D | +16.2% | -3.7% | +19.9% | +21.3% |
| 3M | -8.9% | -2.7% | -6.2% | -6.0% |
| 6M | -20.1% | +2.2% | -22.3% | -22.7% |
| YTD | -21.3% | +10.8% | -32.1% | -31.7% |
| 1Y | -12.6% | +11.2% | -23.9% | -24.6% |
| All | -18.1% | +27.7% | -45.8% | -34.9% |
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