-18.5%
AMRZ vs TENB
+30.7%
-49.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.6% |
| 7D | +1.2% | -17.0% | +18.2% | +2.2% |
| 30D | +15.1% | +8.2% | +6.9% | +14.5% |
| 3M | -18.1% | +16.5% | -34.5% | -18.7% |
| 6M | -23.5% | +99.1% | -122.6% | -27.3% |
| YTD | -21.6% | +79.0% | -100.7% | -24.3% |
| 1Y | -14.7% | +53.9% | -68.6% | -14.5% |
| All | -18.5% | +30.7% | -49.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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