-2.5%
IBM vs AMRZ
-14.5%
+12.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | -1.9% | +1.6% | -0.1% |
| 30D | +0.3% | -16.9% | +17.2% | +2.0% |
| 3M | -21.6% | -19.2% | -2.4% | -20.0% |
| 6M | -4.7% | -29.3% | +24.6% | -1.4% |
| YTD | -19.1% | -18.0% | -1.1% | -17.7% |
| 1Y | -2.5% | -15.1% | +12.6% | -1.9% |
| All | -2.5% | -14.5% | +12.0% | -1.9% |
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