-18.7%
IBM vs AMRZ
-13.9%
-4.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +8.4% | +16.2% | -7.8% | +6.3% |
| 3M | +4.2% | -8.9% | +13.1% | +5.0% |
| 6M | +7.9% | -20.1% | +28.1% | +10.0% |
| YTD | -15.2% | -21.3% | +6.1% | -14.2% |
| 1Y | -18.7% | -12.6% | -6.1% | -21.3% |
| All | -18.7% | -13.9% | -4.8% | -21.3% |
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