+24.5%
ALAB vs AMRZ
-11.5%
+36.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.6% | -6.7% |
| 7D | -24.9% | +10.3% | -35.2% | -28.7% |
| 30D | -38.4% | +18.7% | -57.1% | -43.7% |
| 3M | -38.3% | -14.6% | -23.6% | -33.8% |
| 6M | +10.9% | -12.9% | +23.8% | +14.9% |
| YTD | +34.2% | -17.4% | +51.6% | +42.8% |
| 1Y | +24.5% | -12.3% | +36.8% | +23.4% |
| All | +24.5% | -11.5% | +36.0% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling