+38.4%
AGI vs AMRZ
-19.2%
+57.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +2.3% |
| 7D | +2.2% | -4.7% | +6.9% | +4.3% |
| 30D | +11.3% | -11.3% | +22.5% | +16.9% |
| 3M | +5.6% | -22.1% | +27.7% | +17.2% |
| 6M | -27.7% | -29.6% | +1.9% | -17.0% |
| YTD | -4.1% | -23.3% | +19.2% | +7.9% |
| 1Y | +13.8% | -23.7% | +37.5% | +27.4% |
| All | +38.4% | -19.2% | +57.6% | +56.2% |
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