-20.2%
AMRZ vs WING
-54.1%
+33.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -2.5% | +0.4% | -1.8% |
| 30D | +13.0% | +29.5% | -16.6% | +9.1% |
| 3M | -12.1% | +40.2% | -52.3% | -16.3% |
| 6M | -19.1% | +32.7% | -51.8% | -22.5% |
| YTD | -23.3% | -32.8% | +9.5% | -19.6% |
| 1Y | -16.6% | -31.7% | +15.1% | -12.9% |
| All | -20.2% | -54.1% | +33.9% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling