-20.2%
AMRZ vs TRU
-3.5%
-16.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +13.0% | +21.3% | -8.3% | +6.6% |
| 3M | -12.1% | +0.2% | -12.3% | -12.6% |
| 6M | -19.1% | +22.4% | -41.5% | -24.5% |
| YTD | -23.3% | -4.8% | -18.4% | -23.6% |
| 1Y | -16.6% | -0.2% | -16.4% | -18.3% |
| All | -20.2% | -3.5% | -16.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling