-12.3%
AMRZ vs TDY
+22.9%
-35.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.8% | +10.0% | +7.2% |
| 7D | +10.3% | -5.0% | +15.3% | +12.6% |
| 30D | +18.7% | +2.0% | +16.7% | +17.0% |
| 3M | -14.6% | -7.7% | -6.9% | -11.9% |
| 6M | -12.9% | -0.9% | -12.0% | -13.4% |
| YTD | -17.4% | +23.7% | -41.1% | -25.7% |
| 1Y | -12.3% | +23.6% | -35.9% | -20.8% |
| All | -12.3% | +22.9% | -35.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling