-22.9%
AMRZ vs TW
-13.1%
-9.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.9% |
| 7D | -2.0% | -3.5% | +1.5% | -1.7% |
| 30D | -9.8% | +0.5% | -10.3% | -9.8% |
| 3M | -17.2% | +4.9% | -22.2% | -17.7% |
| 6M | -26.9% | -17.1% | -9.8% | -24.2% |
| YTD | -21.5% | -3.9% | -17.6% | -20.8% |
| 1Y | -22.9% | -13.3% | -9.6% | -19.7% |
| All | -22.9% | -13.1% | -9.8% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling