-2.7%
SPGI vs AMRZ
-19.3%
+16.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -0.8% | -4.0% | +3.2% | -0.1% |
| 30D | +14.3% | +12.4% | +1.9% | +12.4% |
| 3M | +14.5% | -11.5% | +26.0% | +16.3% |
| 6M | +17.3% | -21.6% | +38.9% | +20.7% |
| YTD | -4.6% | -23.4% | +18.8% | -1.8% |
| 1Y | +0.8% | -17.2% | +17.9% | +2.6% |
| All | -2.7% | -19.3% | +16.6% | -0.2% |
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