-14.7%
AMRZ vs STLA
-39.6%
+24.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.9% | +2.6% | -4.5% | -2.4% |
| 30D | -16.9% | -1.2% | -15.7% | -16.8% |
| 3M | -19.2% | -24.8% | +5.6% | -15.6% |
| 6M | -29.3% | -25.6% | -3.7% | -26.3% |
| YTD | -18.0% | -48.9% | +31.0% | -11.2% |
| 1Y | -15.1% | -38.8% | +23.7% | -10.8% |
| All | -14.7% | -39.6% | +24.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling