+142.3%
AG vs AMRZ
-20.1%
+162.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.7% | -7.5% | +0.8% | -2.3% |
| 30D | +2.2% | -12.4% | +14.6% | +10.5% |
| 3M | +15.7% | -22.4% | +38.1% | +33.8% |
| 6M | -23.8% | -29.5% | +5.7% | -6.6% |
| YTD | +17.6% | -24.1% | +41.8% | +40.8% |
| 1Y | +88.6% | -26.3% | +114.9% | +121.2% |
| All | +142.3% | -20.1% | +162.4% | +185.9% |
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