+67.0%
ALB vs AMRZ
-17.1%
+84.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.9% |
| 7D | +5.3% | +0.2% | +5.0% | +5.2% |
| 30D | -6.3% | +16.2% | -22.4% | -9.4% |
| 3M | -27.4% | -8.9% | -18.5% | -26.4% |
| 6M | -53.1% | -20.1% | -33.0% | -51.4% |
| YTD | -32.3% | -21.3% | -11.0% | -30.2% |
| 1Y | -7.3% | -12.6% | +5.3% | -5.3% |
| All | +67.0% | -17.1% | +84.0% | +68.2% |
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