-23.7%
AMRZ vs TDY
+9.2%
-32.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -4.7% | -1.8% | -2.8% | -3.8% |
| 30D | -11.3% | -13.8% | +2.5% | -5.2% |
| 3M | -22.1% | -3.9% | -18.2% | -21.0% |
| 6M | -29.6% | -9.0% | -20.6% | -27.0% |
| YTD | -23.3% | +16.5% | -39.8% | -27.3% |
| 1Y | -23.7% | +9.3% | -33.0% | -26.7% |
| All | -23.7% | +9.2% | -32.9% | -26.7% |
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