-37.8%
ACN vs AMRZ
-17.3%
-20.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.1% | -3.5% |
| 7D | -4.8% | -2.0% | -2.8% | -4.5% |
| 30D | +1.9% | -9.8% | +11.7% | +3.2% |
| 3M | +3.9% | -17.2% | +21.1% | +5.8% |
| 6M | -15.0% | -26.9% | +11.9% | -11.7% |
| YTD | -31.9% | -21.5% | -10.4% | -30.4% |
| 1Y | -28.5% | -22.9% | -5.6% | -26.9% |
| All | -37.8% | -17.3% | -20.5% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling