-16.6%
AMRZ vs TW
-6.9%
-9.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -1.1% | +3.4% | -4.5% | -1.3% |
| 30D | +18.3% | +15.5% | +2.8% | +17.4% |
| 3M | -8.0% | +25.1% | -33.1% | -8.9% |
| 6M | -18.7% | +18.2% | -36.9% | -19.2% |
| YTD | -19.8% | +19.7% | -39.6% | -20.2% |
| 1Y | -12.3% | +18.1% | -30.4% | -12.8% |
| All | -16.6% | -6.9% | -9.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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