+127.1%
ALB vs AMRZ
-17.3%
+144.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.4% |
| 7D | -4.4% | -2.0% | -2.4% | -4.1% |
| 30D | -1.2% | -9.8% | +8.7% | +0.7% |
| 3M | -13.3% | -17.2% | +3.9% | -10.7% |
| 6M | -19.8% | -26.9% | +7.2% | -15.9% |
| YTD | -7.9% | -21.5% | +13.5% | -4.8% |
| 1Y | +60.2% | -22.9% | +83.0% | +63.3% |
| All | +127.1% | -17.3% | +144.4% | +129.5% |
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