+47.7%
AA vs AMRZ
-15.6%
+63.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +5.1% |
| 7D | +4.8% | -1.1% | +5.9% | +5.2% |
| 30D | -0.6% | +18.3% | -18.9% | -5.1% |
| 3M | -16.3% | -8.0% | -8.3% | -14.6% |
| 6M | -33.4% | -18.7% | -14.7% | -30.1% |
| YTD | -20.7% | -19.8% | -0.8% | -17.7% |
| 1Y | +12.9% | -12.3% | +25.2% | +14.0% |
| All | +47.7% | -15.6% | +63.3% | +46.9% |
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 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