+54.2%
BP vs AMRZ
-13.6%
+67.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | +3.9% | -1.9% | +5.8% | +3.7% |
| 30D | +7.6% | -16.9% | +24.5% | +4.6% |
| 3M | +0.7% | -19.2% | +19.9% | -1.9% |
| 6M | +15.5% | -29.3% | +44.8% | +12.7% |
| YTD | +30.8% | -18.0% | +48.8% | +27.7% |
| 1Y | +34.3% | -15.1% | +49.4% | +32.0% |
| All | +54.2% | -13.6% | +67.8% | +50.2% |
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 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