+159.7%
AG vs AMRZ
-13.6%
+173.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.7% |
| 7D | +1.0% | -1.9% | +2.9% | +2.2% |
| 30D | +19.2% | -16.9% | +36.1% | +32.5% |
| 3M | +6.2% | -19.2% | +25.3% | +20.1% |
| 6M | -26.7% | -29.3% | +2.6% | -10.1% |
| YTD | +26.1% | -18.0% | +44.1% | +44.1% |
| 1Y | +131.7% | -15.1% | +146.7% | +158.6% |
| All | +159.7% | -13.6% | +173.3% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling