+8.6%
ALB vs AMRZ
-11.5%
+20.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.2% | +0.1% | +4.0% |
| 7D | -2.1% | +10.3% | -12.3% | -4.5% |
| 30D | -9.0% | +18.7% | -27.7% | -13.0% |
| 3M | -21.1% | -14.6% | -6.5% | -19.0% |
| 6M | -49.9% | -12.9% | -37.0% | -48.9% |
| YTD | -32.3% | -17.4% | -14.9% | -31.2% |
| 1Y | +8.6% | -12.3% | +20.9% | +8.9% |
| All | +8.6% | -11.5% | +20.1% | +8.9% |
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