+27.1%
SW vs AMRZ
-14.7%
+41.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.2% |
| 7D | +2.3% | +1.2% | +1.1% | +1.4% |
| 30D | +6.8% | +15.1% | -8.3% | -2.3% |
| 3M | -5.2% | -18.1% | +12.9% | +6.4% |
| 6M | +7.4% | -23.5% | +30.9% | +24.9% |
| YTD | +17.4% | -21.6% | +39.0% | +32.7% |
| 1Y | +27.1% | -14.7% | +41.8% | +35.3% |
| All | +27.1% | -14.7% | +41.8% | +35.3% |
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