-41.7%
ACHR vs AMRZ
-17.3%
-24.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +4.0% |
| 7D | +4.9% | -2.0% | +6.9% | +5.7% |
| 30D | +4.3% | -9.8% | +14.1% | +9.3% |
| 3M | +1.7% | -17.2% | +19.0% | +9.7% |
| 6M | -6.9% | -26.9% | +20.1% | +6.3% |
| YTD | -22.5% | -21.5% | -1.0% | -15.0% |
| 1Y | -31.5% | -22.9% | -8.6% | -27.0% |
| All | -41.7% | -17.3% | -24.4% | -38.9% |
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