+45.8%
BMY vs AMRZ
-19.2%
+65.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -4.8% | -4.7% | -0.1% | -4.3% |
| 30D | -0.7% | -11.3% | +10.6% | +0.4% |
| 3M | +15.3% | -22.1% | +37.4% | +17.6% |
| 6M | +8.5% | -29.6% | +38.1% | +12.1% |
| YTD | +23.4% | -23.3% | +46.8% | +25.1% |
| 1Y | +42.9% | -23.7% | +66.6% | +43.9% |
| All | +45.8% | -19.2% | +65.0% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling