+12.4%
SW vs AMRZ
-13.6%
+26.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -5.1% | -1.9% | -3.2% | -4.1% |
| 30D | -4.6% | -16.9% | +12.3% | +5.0% |
| 3M | +9.4% | -19.2% | +28.6% | +21.6% |
| 6M | +3.5% | -29.3% | +32.8% | +20.2% |
| YTD | +22.0% | -18.0% | +40.0% | +34.0% |
| 1Y | +2.2% | -15.1% | +17.3% | +10.1% |
| All | +12.4% | -13.6% | +26.0% | +21.5% |
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