-14.4%
BA vs AMRZ
-15.6%
+1.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.1% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -9.5% | +18.3% | -27.7% | -13.1% |
| 3M | -26.5% | -8.0% | -18.5% | -25.1% |
| 6M | -27.4% | -18.7% | -8.7% | -24.3% |
| YTD | -20.6% | -19.8% | -0.8% | -17.3% |
| 1Y | -11.4% | -12.3% | +0.9% | -8.8% |
| All | -14.4% | -15.6% | +1.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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