+48.0%
BAX vs AMRZ
-11.5%
+59.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +2.0% |
| 7D | +4.1% | +10.3% | -6.2% | +0.1% |
| 30D | +9.4% | +18.7% | -9.3% | +2.1% |
| 3M | -6.5% | -14.6% | +8.2% | -0.8% |
| 6M | +59.6% | -12.9% | +72.5% | +66.2% |
| YTD | +38.9% | -17.4% | +56.2% | +46.3% |
| 1Y | +48.0% | -12.3% | +60.3% | +50.3% |
| All | +48.0% | -11.5% | +59.5% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling