-16.9%
ACI vs AMRZ
-11.5%
-5.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +3.3% |
| 7D | +4.5% | +10.3% | -5.8% | +4.1% |
| 30D | +20.9% | +18.7% | +2.2% | +20.2% |
| 3M | +15.2% | -14.6% | +29.9% | +15.1% |
| 6M | -13.3% | -12.9% | -0.4% | -13.3% |
| YTD | -16.2% | -17.4% | +1.2% | -17.4% |
| 1Y | -16.9% | -12.3% | -4.6% | -19.2% |
| All | -16.9% | -11.5% | -5.4% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling