-18.1%
AMRZ vs TDY
+32.7%
-50.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +0.2% | -2.6% | +2.8% | +1.1% |
| 30D | +16.2% | +5.3% | +10.9% | +13.4% |
| 3M | -8.9% | -6.4% | -2.5% | -6.9% |
| 6M | -20.1% | +4.0% | -24.1% | -22.0% |
| YTD | -21.3% | +26.5% | -47.8% | -26.4% |
| 1Y | -12.6% | +24.2% | -36.9% | -18.3% |
| All | -18.1% | +32.7% | -50.8% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling