-20.2%
AMRZ vs TRU
-8.4%
-11.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | -4.7% | -6.5% | +1.8% | -2.8% |
| 30D | -11.3% | -2.5% | -8.8% | -10.7% |
| 3M | -22.1% | +10.4% | -32.4% | -24.7% |
| 6M | -29.6% | +1.6% | -31.2% | -30.7% |
| YTD | -23.3% | -9.7% | -13.6% | -22.2% |
| 1Y | -23.7% | -17.3% | -6.5% | -20.0% |
| All | -20.2% | -8.4% | -11.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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