+76.0%
AA vs AMRZ
-13.6%
+89.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | +5.0% | -16.9% | +21.9% | +10.1% |
| 3M | -35.8% | -19.2% | -16.6% | -32.3% |
| 6M | -18.4% | -29.3% | +10.9% | -10.5% |
| YTD | -5.5% | -18.0% | +12.5% | -2.3% |
| 1Y | +61.0% | -15.1% | +76.0% | +63.9% |
| All | +76.0% | -13.6% | +89.6% | +74.3% |
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