-35.1%
ACN vs AMRZ
-13.6%
-21.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -1.5% | -1.9% | +0.4% | -1.3% |
| 30D | +9.4% | -16.9% | +26.3% | +11.7% |
| 3M | +5.6% | -19.2% | +24.8% | +8.2% |
| 6M | -9.3% | -29.3% | +20.0% | -4.7% |
| YTD | -29.0% | -18.0% | -11.0% | -27.9% |
| 1Y | -24.7% | -15.1% | -9.6% | -24.8% |
| All | -35.1% | -13.6% | -21.5% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling