+44.0%
BMY vs AMRZ
-20.1%
+64.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -7.5% | +2.8% | -4.0% |
| 30D | -0.1% | -12.4% | +12.3% | +1.1% |
| 3M | +13.1% | -22.4% | +35.5% | +15.4% |
| 6M | +8.4% | -29.5% | +37.9% | +11.9% |
| YTD | +22.0% | -24.1% | +46.1% | +23.7% |
| 1Y | +40.3% | -26.3% | +66.6% | +41.9% |
| All | +44.0% | -20.1% | +64.1% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling