+25.4%
TEL vs AMRZ
-17.3%
+42.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.2% |
| 7D | -1.4% | -2.0% | +0.6% | -0.7% |
| 30D | -4.9% | -9.8% | +5.0% | -1.3% |
| 3M | +0.1% | -17.2% | +17.3% | +6.4% |
| 6M | +0.4% | -26.9% | +27.3% | +10.7% |
| YTD | -8.9% | -21.5% | +12.6% | -1.2% |
| 1Y | -0.3% | -22.9% | +22.6% | +7.6% |
| All | +25.4% | -17.3% | +42.7% | +31.9% |
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