+236.1%
ALAB vs AMRZ
-17.3%
+253.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.3% | -2.7% | -5.1% |
| 7D | +3.2% | -2.0% | +5.2% | +4.2% |
| 30D | -13.6% | -9.8% | -3.7% | -9.8% |
| 3M | -16.6% | -17.2% | +0.6% | -11.0% |
| 6M | +142.3% | -26.9% | +169.3% | +173.1% |
| YTD | +73.6% | -21.5% | +95.1% | +91.5% |
| 1Y | +33.7% | -22.9% | +56.5% | +47.7% |
| All | +236.1% | -17.3% | +253.4% | +262.1% |
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