+31.2%
A vs AMRZ
-13.6%
+44.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.9% | -1.9% | 0.0% | -1.5% |
| 30D | +6.9% | -16.9% | +23.8% | +11.4% |
| 3M | +9.2% | -19.2% | +28.4% | +14.5% |
| 6M | +25.7% | -29.3% | +55.0% | +35.3% |
| YTD | +11.5% | -18.0% | +29.5% | +15.2% |
| 1Y | +18.4% | -15.1% | +33.4% | +20.3% |
| All | +31.2% | -13.6% | +44.8% | +30.9% |
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