-18.7%
AMRZ vs STLA
-55.3%
+36.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.1% |
| 7D | -5.5% | -11.6% | +6.1% | -3.3% |
| 30D | +15.6% | -6.2% | +21.8% | +17.0% |
| 3M | -12.1% | -24.6% | +12.5% | -7.7% |
| 6M | -19.4% | -44.9% | +25.5% | -11.1% |
| YTD | -21.9% | -62.3% | +40.4% | -10.8% |
| 1Y | -15.0% | -61.8% | +46.8% | -3.5% |
| All | -18.7% | -55.3% | +36.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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