+70.8%
ADM vs AMRZ
-20.3%
+91.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | +3.0% | -8.1% | +11.1% | +3.0% |
| 30D | +8.7% | -14.8% | +23.5% | +8.7% |
| 3M | +7.6% | -19.7% | +27.3% | +7.6% |
| 6M | +26.9% | -30.8% | +57.7% | +27.1% |
| YTD | +54.3% | -24.3% | +78.6% | +53.8% |
| 1Y | +45.7% | -24.0% | +69.7% | +45.5% |
| All | +70.8% | -20.3% | +91.1% | +70.0% |
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