+51.2%
BMY vs AMRZ
-13.6%
+64.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | +5.0% | -16.9% | +21.9% | +6.7% |
| 3M | +19.4% | -19.2% | +38.6% | +21.4% |
| 6M | +9.5% | -29.3% | +38.8% | +13.5% |
| YTD | +28.1% | -18.0% | +46.0% | +28.9% |
| 1Y | +50.0% | -15.1% | +65.1% | +48.9% |
| All | +51.2% | -13.6% | +64.8% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling