-57.0%
LULU vs AMRZ
-20.3%
-36.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.5% |
| 7D | -20.4% | -8.1% | -12.3% | -18.4% |
| 30D | -22.9% | -14.8% | -8.0% | -19.1% |
| 3M | -18.5% | -19.7% | +1.2% | -13.5% |
| 6M | -41.8% | -30.8% | -11.0% | -35.9% |
| YTD | -53.4% | -24.3% | -29.1% | -49.7% |
| 1Y | -40.9% | -24.0% | -16.9% | -37.0% |
| All | -57.0% | -20.3% | -36.8% | -55.4% |
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 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