-17.2%
AMRZ vs TDY
+25.8%
-43.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -4.0% | +9.4% | -13.5% | -7.7% |
| 30D | +12.4% | +5.9% | +6.4% | +8.9% |
| 3M | -11.5% | -5.7% | -5.8% | -9.4% |
| 6M | -21.6% | +2.4% | -24.0% | -23.2% |
| YTD | -23.4% | +26.8% | -50.2% | -32.6% |
| 1Y | -17.2% | +24.7% | -41.8% | -26.3% |
| All | -17.2% | +25.8% | -43.0% | -26.3% |
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