-70.2%
AAOX vs AMRZ
-24.7%
-45.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.3% | -7.2% | -9.2% |
| 7D | +5.4% | -8.1% | +13.5% | +0.7% |
| 30D | -47.7% | -14.8% | -32.9% | -51.9% |
| 3M | -78.6% | -19.7% | -58.9% | -80.8% |
| All | -70.2% | -24.7% | -45.5% | -72.2% |
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 · Available span rolling