+27.4%
ADM vs AMRZ
-13.9%
+41.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -1.8% | +0.2% | -2.1% | -1.8% |
| 30D | -13.3% | +16.2% | -29.4% | -13.2% |
| 3M | -13.4% | -8.9% | -4.4% | -13.3% |
| 6M | -9.6% | -20.1% | +10.5% | -9.3% |
| YTD | +23.0% | -21.3% | +44.3% | +21.7% |
| 1Y | +27.4% | -12.6% | +40.0% | +24.5% |
| All | +27.4% | -13.9% | +41.2% | +24.5% |
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