+27.1%
SW vs AMRZ
-15.2%
+42.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.6% |
| 7D | +4.7% | +2.5% | +2.2% | +2.9% |
| 30D | +5.0% | +14.4% | -9.4% | -3.6% |
| 3M | -7.3% | -19.2% | +11.8% | +5.1% |
| 6M | +15.0% | -19.7% | +34.7% | +30.0% |
| YTD | +18.5% | -20.2% | +38.7% | +32.4% |
| 1Y | +27.1% | -15.1% | +42.2% | +34.8% |
| All | +27.1% | -15.2% | +42.3% | +34.8% |
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 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