-0.1%
BAX vs AMRZ
-24.7%
+24.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.9% |
| 7D | -5.1% | -4.7% | -0.4% | -3.2% |
| 30D | -12.2% | -11.3% | -0.9% | -7.7% |
| 3M | +21.8% | -22.1% | +43.9% | +34.0% |
| 6M | +36.3% | -29.6% | +65.9% | +55.7% |
| YTD | +27.8% | -23.3% | +51.1% | +38.9% |
| 1Y | -0.1% | -23.7% | +23.7% | +11.6% |
| All | -0.1% | -24.7% | +24.6% | +11.6% |
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