-20.2%
AMRZ vs WTW
+6.2%
-26.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -1.7% |
| 7D | -4.7% | -7.1% | +2.5% | -3.4% |
| 30D | -11.3% | -8.5% | -2.7% | -9.9% |
| 3M | -22.1% | +20.6% | -42.6% | -24.9% |
| 6M | -29.6% | +7.2% | -36.8% | -30.3% |
| YTD | -23.3% | -3.9% | -19.4% | -23.1% |
| 1Y | -23.7% | -3.6% | -20.1% | -23.9% |
| All | -20.2% | +6.2% | -26.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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