-51.2%
LULU vs AMRZ
-14.5%
-36.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.4% | -16.9% | -17.2% |
| 7D | -16.7% | -1.9% | -14.8% | -16.2% |
| 30D | -18.5% | -16.9% | -1.6% | -14.2% |
| 3M | -19.5% | -19.2% | -0.3% | -14.8% |
| 6M | -41.9% | -29.3% | -12.6% | -36.9% |
| YTD | -51.6% | -18.0% | -33.6% | -48.8% |
| 1Y | -51.2% | -15.1% | -36.1% | -51.1% |
| All | -51.2% | -14.5% | -36.7% | -51.1% |
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 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