+12.9%
LYV vs AMRZ
-20.1%
+33.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | -7.5% | +5.6% | -0.3% |
| 30D | -8.2% | -12.4% | +4.2% | -5.7% |
| 3M | -1.3% | -22.4% | +21.1% | +3.6% |
| 6M | +2.6% | -29.5% | +32.1% | +9.4% |
| YTD | +19.4% | -24.1% | +43.6% | +25.6% |
| 1Y | -2.2% | -26.3% | +24.0% | +4.8% |
| All | +12.9% | -20.1% | +33.0% | +18.0% |
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 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