-18.5%
AMRZ vs TRU
-3.5%
-15.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +1.2% | +5.7% | -4.5% | -0.4% |
| 30D | +15.1% | +29.2% | -14.2% | +6.5% |
| 3M | -18.1% | +2.7% | -20.7% | -19.1% |
| 6M | -23.5% | +15.2% | -38.7% | -27.3% |
| YTD | -21.6% | -4.9% | -16.8% | -22.0% |
| 1Y | -14.7% | +3.4% | -18.2% | -17.5% |
| All | -18.5% | -3.5% | -15.0% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling