-18.5%
AMRZ vs WY
-16.3%
-2.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.4% |
| 7D | +1.2% | +3.1% | -1.9% | -0.2% |
| 30D | +15.1% | +13.0% | +2.1% | +8.9% |
| 3M | -18.1% | -16.8% | -1.3% | -11.2% |
| 6M | -23.5% | -11.2% | -12.3% | -19.4% |
| YTD | -21.6% | -9.1% | -12.5% | -19.2% |
| 1Y | -14.7% | -4.8% | -10.0% | -13.7% |
| All | -18.5% | -16.3% | -2.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling