+11.0%
ACWI vs AMRZ
-14.7%
+25.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -2.4% | +1.2% | -3.5% | -2.6% |
| 30D | -5.2% | +15.1% | -20.2% | -7.7% |
| 3M | -4.8% | -18.1% | +13.2% | -1.5% |
| 6M | -1.3% | -23.5% | +22.1% | +3.2% |
| YTD | +8.4% | -21.6% | +30.0% | +12.1% |
| 1Y | +11.0% | -14.7% | +25.8% | +13.1% |
| All | +11.0% | -14.7% | +25.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling