+357.6%
AAOI vs AMRZ
-20.3%
+377.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.1% |
| 7D | +2.9% | -8.1% | +11.0% | +4.2% |
| 30D | -23.1% | -14.8% | -8.3% | -21.2% |
| 3M | -41.0% | -19.7% | -21.3% | -39.5% |
| 6M | -14.3% | -30.8% | +16.5% | -7.8% |
| YTD | +196.3% | -24.3% | +220.6% | +210.7% |
| 1Y | +272.6% | -24.0% | +296.6% | +272.0% |
| All | +357.6% | -20.3% | +377.9% | +336.3% |
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