-14.8%
BA vs AMRZ
-19.3%
+4.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -0.6% | -4.0% | +3.5% | +0.4% |
| 30D | -8.0% | +12.4% | -20.4% | -10.6% |
| 3M | -25.8% | -11.5% | -14.3% | -23.7% |
| 6M | -27.6% | -21.6% | -6.0% | -23.8% |
| YTD | -21.0% | -23.4% | +2.4% | -16.9% |
| 1Y | -12.3% | -17.2% | +4.9% | -8.6% |
| All | -14.8% | -19.3% | +4.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling