-9.4%
ACN vs AMRZ
-17.1%
+7.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +24.6% | +16.2% | +8.5% | +22.0% |
| 3M | +46.2% | -8.9% | +55.1% | +47.6% |
| 6M | +46.2% | -20.1% | +66.3% | +49.4% |
| YTD | -0.9% | -21.3% | +20.4% | +1.0% |
| 1Y | +8.8% | -12.6% | +21.4% | +7.3% |
| All | -9.4% | -17.1% | +7.7% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling