+27.7%
A vs AMRZ
-17.3%
+45.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.7% |
| 7D | -2.1% | -2.0% | 0.0% | -1.6% |
| 30D | +0.6% | -9.8% | +10.4% | +3.0% |
| 3M | +10.9% | -17.2% | +28.1% | +15.4% |
| 6M | +28.2% | -26.9% | +55.1% | +36.9% |
| YTD | +8.6% | -21.5% | +30.0% | +13.3% |
| 1Y | +15.5% | -22.9% | +38.4% | +19.9% |
| All | +27.7% | -17.3% | +45.0% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling