-36.8%
LVS vs AMRZ
-16.6%
-20.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.7% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | +10.0% | +13.0% | -3.0% | +7.6% |
| 3M | -11.0% | -12.1% | +1.1% | -9.4% |
| 6M | -20.1% | -19.1% | -1.0% | -18.1% |
| YTD | -36.3% | -23.3% | -13.1% | -34.0% |
| 1Y | -36.8% | -16.6% | -20.3% | -35.5% |
| All | -36.8% | -16.6% | -20.2% | -35.5% |
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