-11.6%
AMRZ vs WOLF
+32.2%
-43.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +16.8% | -18.7% | -2.4% |
| 7D | +1.2% | +8.2% | -7.1% | +0.9% |
| 30D | +15.1% | -24.2% | +39.2% | +16.0% |
| 3M | -18.1% | -13.8% | -4.3% | -18.1% |
| 6M | -23.5% | -44.8% | +21.3% | -22.9% |
| YTD | -21.6% | +36.6% | -58.3% | -27.1% |
| 1Y | -14.7% | +27.6% | -42.3% | -20.8% |
| All | -11.6% | +32.2% | -43.8% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling