-23.8%
XYL vs AMRZ
-19.3%
-4.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -6.0% | -4.0% | -2.0% | -5.1% |
| 30D | -8.3% | +12.4% | -20.7% | -10.6% |
| 3M | -22.6% | -11.5% | -11.1% | -20.5% |
| 6M | -15.0% | -21.6% | +6.6% | -10.8% |
| YTD | -30.2% | -23.4% | -6.8% | -26.4% |
| 1Y | -36.4% | -17.2% | -19.2% | -33.5% |
| All | -23.8% | -19.3% | -4.5% | -21.2% |
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