-10.9%
SPGI vs AMRZ
-17.3%
+6.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.6% |
| 7D | -2.5% | -2.0% | -0.5% | -2.2% |
| 30D | +5.4% | -9.8% | +15.2% | +6.8% |
| 3M | +9.0% | -17.2% | +26.3% | +11.5% |
| 6M | +0.8% | -26.9% | +27.7% | +4.2% |
| YTD | -12.6% | -21.5% | +8.9% | -10.3% |
| 1Y | -16.1% | -22.9% | +6.8% | -13.7% |
| All | -10.9% | -17.3% | +6.4% | -8.8% |
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