-15.1%
AMRZ vs WY
-4.5%
-10.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | -1.9% | -1.7% | -0.2% | -1.1% |
| 30D | -16.9% | -10.1% | -6.8% | -12.6% |
| 3M | -19.2% | -5.1% | -14.1% | -17.1% |
| 6M | -29.3% | -4.8% | -24.5% | -28.1% |
| YTD | -18.0% | -0.2% | -17.7% | -19.4% |
| 1Y | -15.1% | -6.6% | -8.5% | -12.3% |
| All | -15.1% | -4.5% | -10.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded WY 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling