-12.3%
AMRZ vs WOLF
-3.0%
-9.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +5.2% |
| 7D | +10.3% | -14.5% | +24.7% | +10.8% |
| 30D | +18.7% | -32.0% | +50.7% | +19.9% |
| 3M | -14.6% | -15.8% | +1.1% | -14.6% |
| 6M | -12.9% | -36.6% | +23.7% | -13.3% |
| YTD | -17.4% | +30.9% | -48.3% | -23.4% |
| 1Y | -12.3% | +4.1% | -16.4% | -18.2% |
| All | -12.3% | -3.0% | -9.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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