+20.9%
LYB vs AMRZ
-20.1%
+41.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.3% | -7.5% | +7.8% | +0.3% |
| 30D | +2.5% | -12.4% | +14.9% | +2.5% |
| 3M | +1.4% | -22.4% | +23.8% | +1.7% |
| 6M | -3.5% | -29.5% | +26.0% | -1.7% |
| YTD | +52.0% | -24.1% | +76.1% | +48.5% |
| 1Y | +22.1% | -26.3% | +48.3% | +19.6% |
| All | +20.9% | -20.1% | +41.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling