+19.3%
A vs AMRZ
-16.6%
+35.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | 0.0% | +13.0% | -13.0% | -2.8% |
| 3M | +16.7% | -12.1% | +28.8% | +20.0% |
| 6M | +54.8% | -19.1% | +74.0% | +61.3% |
| YTD | +28.8% | -23.3% | +52.1% | +33.6% |
| 1Y | +19.3% | -16.6% | +35.9% | +19.8% |
| All | +19.3% | -16.6% | +35.9% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling