-14.7%
AMRZ vs VIG
+14.5%
-29.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.1% |
| 7D | +1.2% | -1.8% | +3.0% | +4.5% |
| 30D | +15.1% | +2.7% | +12.4% | +8.9% |
| 3M | -18.1% | 0.0% | -18.0% | -18.2% |
| 6M | -23.5% | +6.8% | -30.2% | -32.7% |
| YTD | -21.6% | +12.1% | -33.7% | -36.8% |
| 1Y | -14.7% | +14.8% | -29.6% | -33.3% |
| All | -14.7% | +14.5% | -29.3% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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