-14.7%
AMRZ vs TLN
+9.6%
-24.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.8% |
| 7D | -1.9% | +7.1% | -9.0% | -2.6% |
| 30D | -16.9% | -3.9% | -13.0% | -16.7% |
| 3M | -19.2% | -16.2% | -3.0% | -18.0% |
| 6M | -29.3% | -5.8% | -23.5% | -29.1% |
| YTD | -18.0% | -15.4% | -2.5% | -17.6% |
| 1Y | -15.1% | -16.7% | +1.6% | -14.4% |
| All | -14.7% | +9.6% | -24.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 all: compounded portfolio wealth divided by compounded TLN 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…
all analysis · Full analysis span regression · 6 months rolling