-44.5%
ACI vs AMRZ
-20.3%
-24.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -7.1% | -8.1% | +1.0% | -6.6% |
| 30D | -4.5% | -14.8% | +10.3% | -3.8% |
| 3M | -22.3% | -19.7% | -2.5% | -21.7% |
| 6M | -28.4% | -30.8% | +2.4% | -27.5% |
| YTD | -29.5% | -24.3% | -5.2% | -29.6% |
| 1Y | -34.2% | -24.0% | -10.2% | -35.4% |
| All | -44.5% | -20.3% | -24.2% | -44.7% |
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