+19.4%
WAT vs AMRZ
-13.6%
+33.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | -1.9% | +0.6% | -0.7% |
| 30D | +2.3% | -16.9% | +19.3% | +7.9% |
| 3M | +8.7% | -19.2% | +27.9% | +15.4% |
| 6M | +28.3% | -29.3% | +57.6% | +40.5% |
| YTD | +7.8% | -18.0% | +25.7% | +12.6% |
| 1Y | +36.6% | -15.1% | +51.7% | +40.2% |
| All | +19.4% | -13.6% | +33.0% | +19.1% |
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