-5.8%
BN vs AMRZ
-16.6%
+10.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -1.0% | -2.1% | +1.1% | -0.2% |
| 30D | +14.0% | +13.0% | +1.0% | +9.6% |
| 3M | -9.0% | -12.1% | +3.1% | -5.1% |
| 6M | -8.8% | -19.1% | +10.3% | -3.1% |
| YTD | -10.3% | -23.3% | +13.0% | -3.6% |
| 1Y | -5.8% | -16.6% | +10.8% | -0.2% |
| All | -5.8% | -16.6% | +10.8% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling