-12.2%
BN vs AMRZ
-24.7%
+12.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.2% |
| 7D | -3.0% | -4.7% | +1.7% | -1.5% |
| 30D | -13.0% | -11.3% | -1.7% | -9.6% |
| 3M | -15.2% | -22.1% | +6.8% | -8.8% |
| 6M | -5.9% | -29.6% | +23.7% | +3.8% |
| YTD | -15.8% | -23.3% | +7.5% | -9.7% |
| 1Y | -12.2% | -23.7% | +11.5% | -7.0% |
| All | -12.2% | -24.7% | +12.5% | -7.0% |
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