-56.1%
LULU vs AMRZ
-20.1%
-36.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | -7.5% | +5.9% | +0.6% |
| 30D | -18.1% | -12.4% | -5.7% | -14.8% |
| 3M | -18.8% | -22.4% | +3.6% | -12.8% |
| 6M | -39.2% | -29.5% | -9.7% | -33.4% |
| YTD | -52.4% | -24.1% | -28.2% | -48.7% |
| 1Y | -40.3% | -26.3% | -14.0% | -36.1% |
| All | -56.1% | -20.1% | -36.0% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling