-16.4%
BAX vs AMRZ
-17.3%
+0.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -2.1% |
| 7D | -2.4% | -2.0% | -0.4% | -1.7% |
| 30D | -9.7% | -9.8% | +0.1% | -6.1% |
| 3M | +29.3% | -17.2% | +46.5% | +37.9% |
| 6M | +40.7% | -26.9% | +67.6% | +56.7% |
| YTD | +30.3% | -21.5% | +51.7% | +40.4% |
| 1Y | +3.4% | -22.9% | +26.3% | +10.5% |
| All | -16.4% | -17.3% | +0.9% | -11.2% |
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