+12.4%
BAC vs AMRZ
-17.1%
+29.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.6% |
| 7D | +2.1% | +0.2% | +1.8% | +2.1% |
| 30D | -6.7% | +16.2% | -22.9% | -9.3% |
| 3M | -20.2% | -8.9% | -11.3% | -19.0% |
| 6M | -0.2% | -20.1% | +19.9% | +3.4% |
| YTD | -6.4% | -21.3% | +14.9% | -3.2% |
| 1Y | -3.1% | -12.6% | +9.5% | -0.8% |
| All | +12.4% | -17.1% | +29.5% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling