+38.9%
GILD vs AMRZ
-20.1%
+59.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -7.5% | +2.7% | -4.2% |
| 30D | +5.8% | -12.4% | +18.2% | +6.9% |
| 3M | +14.9% | -22.4% | +37.3% | +16.9% |
| 6M | -0.4% | -29.5% | +29.2% | +2.0% |
| YTD | +18.5% | -24.1% | +42.7% | +20.0% |
| 1Y | +25.1% | -26.3% | +51.4% | +27.6% |
| All | +38.9% | -20.1% | +59.0% | +39.1% |
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