-13.7%
XYL vs AMRZ
-20.3%
+6.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -1.2% | -8.1% | +6.9% | +0.6% |
| 30D | -13.2% | -14.8% | +1.7% | -10.1% |
| 3M | -0.2% | -19.7% | +19.6% | +4.4% |
| 6M | -12.5% | -30.8% | +18.3% | -6.2% |
| YTD | -20.9% | -24.3% | +3.4% | -16.4% |
| 1Y | -21.6% | -24.0% | +2.5% | -18.1% |
| All | -13.7% | -20.3% | +6.6% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling