+73.3%
AG vs AMRZ
-19.3%
+92.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.1% |
| 7D | -6.0% | -4.0% | -2.0% | -3.5% |
| 30D | -14.3% | +12.4% | -26.7% | -20.1% |
| 3M | -26.9% | -11.5% | -15.4% | -21.4% |
| 6M | -42.1% | -21.6% | -20.5% | -33.4% |
| YTD | -15.9% | -23.4% | +7.5% | +0.2% |
| 1Y | +11.5% | -17.2% | +28.7% | +29.6% |
| All | +73.3% | -19.3% | +92.6% | +103.5% |
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 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