-21.3%
AMRZ vs TDY
+22.5%
-43.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -8.1% | -1.9% | -6.2% | -7.4% |
| 30D | -14.8% | -12.5% | -2.3% | -10.2% |
| 3M | -19.7% | -0.8% | -18.9% | -19.7% |
| 6M | -30.8% | -9.0% | -21.8% | -28.6% |
| YTD | -24.3% | +16.8% | -41.1% | -26.6% |
| 1Y | -24.0% | +9.5% | -33.5% | -24.7% |
| All | -21.3% | +22.5% | -43.7% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling