-37.2%
ACI vs AMRZ
-19.2%
-18.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | +1.2% | +13.0% | -11.7% | +0.8% |
| 3M | +6.8% | -12.1% | +18.9% | +7.6% |
| 6M | -18.7% | -19.1% | +0.4% | -18.0% |
| YTD | -20.2% | -23.3% | +3.0% | -20.3% |
| 1Y | -23.7% | -16.6% | -7.1% | -24.9% |
| All | -37.2% | -19.2% | -18.0% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling