-13.6%
AMRZ vs WOLF
+47.3%
-60.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.8% |
| 7D | -4.0% | +30.2% | -34.2% | -4.9% |
| 30D | +12.4% | -7.2% | +19.6% | +12.5% |
| 3M | -11.5% | -16.4% | +4.9% | -11.3% |
| 6M | -21.6% | -50.7% | +29.1% | -20.2% |
| YTD | -23.4% | +52.3% | -75.6% | -29.0% |
| 1Y | -17.2% | +35.6% | -52.8% | -23.1% |
| All | -13.6% | +47.3% | -60.9% | -19.1% |
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