-17.0%
AMRZ vs STLA
-51.7%
+34.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.6% |
| 7D | +2.5% | -5.5% | +8.0% | +3.6% |
| 30D | +14.4% | -3.7% | +18.1% | +15.1% |
| 3M | -19.2% | -21.1% | +2.0% | -15.8% |
| 6M | -19.7% | -38.3% | +18.6% | -13.2% |
| YTD | -20.2% | -59.2% | +39.1% | -10.1% |
| 1Y | -15.1% | -56.7% | +41.6% | -5.6% |
| All | -17.0% | -51.7% | +34.8% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling