+43.3%
ADM vs AMRZ
-19.2%
+62.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +4.2% | -2.1% | +6.3% | +4.2% |
| 30D | -12.8% | +13.0% | -25.8% | -12.7% |
| 3M | -8.5% | -12.1% | +3.6% | -8.4% |
| 6M | -10.9% | -19.1% | +8.2% | -10.8% |
| YTD | +29.4% | -23.3% | +52.7% | +29.2% |
| 1Y | +27.5% | -16.6% | +44.1% | +27.2% |
| All | +43.3% | -19.2% | +62.4% | +42.7% |
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