+12.3%
BLK vs AMRZ
-20.1%
+32.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -7.5% | +4.2% | -1.2% |
| 30D | -6.5% | -12.4% | +5.9% | -3.1% |
| 3M | +6.7% | -22.4% | +29.1% | +13.6% |
| 6M | +14.7% | -29.5% | +44.3% | +24.7% |
| YTD | +2.5% | -24.1% | +26.7% | +9.9% |
| 1Y | -2.8% | -26.3% | +23.5% | +3.9% |
| All | +12.3% | -20.1% | +32.4% | +18.1% |
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