-14.7%
AMRZ vs TW
-22.9%
+8.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -16.9% | +3.9% | -20.9% | -17.1% |
| 3M | -19.2% | +5.7% | -24.9% | -19.4% |
| 6M | -29.3% | -14.5% | -14.8% | -28.0% |
| YTD | -18.0% | -0.9% | -17.1% | -17.6% |
| 1Y | -15.1% | -13.5% | -1.6% | -15.6% |
| All | -14.7% | -22.9% | +8.2% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling