-2.7%
BX vs AMRZ
-20.1%
+17.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -7.5% | +1.9% | -3.2% |
| 30D | -12.2% | -12.4% | +0.2% | -8.5% |
| 3M | +7.4% | -22.4% | +29.8% | +15.5% |
| 6M | +22.2% | -29.5% | +51.7% | +34.3% |
| YTD | -14.0% | -24.1% | +10.1% | -7.4% |
| 1Y | -27.3% | -26.3% | -1.0% | -21.5% |
| All | -2.7% | -20.1% | +17.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling