-16.6%
AMRZ vs WING
-48.9%
+32.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.4% | -6.1% | +1.1% |
| 7D | -1.1% | +8.6% | -9.7% | -2.3% |
| 30D | +18.3% | +44.8% | -26.5% | +12.5% |
| 3M | -8.0% | +51.9% | -59.9% | -13.4% |
| 6M | -18.7% | +37.2% | -55.9% | -22.4% |
| YTD | -19.8% | -25.3% | +5.5% | -17.3% |
| 1Y | -12.3% | -25.1% | +12.8% | -9.7% |
| All | -16.6% | -48.9% | +32.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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