+34.7%
AGI vs AMRZ
-20.1%
+54.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -2.7% | -7.5% | +4.8% | +0.5% |
| 30D | +7.2% | -12.4% | +19.6% | +13.4% |
| 3M | +4.3% | -22.4% | +26.6% | +15.8% |
| 6M | -27.1% | -29.5% | +2.4% | -16.2% |
| YTD | -6.6% | -24.1% | +17.5% | +5.5% |
| 1Y | +9.5% | -26.3% | +35.8% | +23.4% |
| All | +34.7% | -20.1% | +54.9% | +52.8% |
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