+121.4%
ALB vs AMRZ
-13.6%
+135.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | -8.1% | -1.9% | -6.2% | -7.7% |
| 30D | +6.3% | -16.9% | +23.2% | +9.8% |
| 3M | -23.6% | -19.2% | -4.4% | -20.7% |
| 6M | -24.6% | -29.3% | +4.7% | -20.8% |
| YTD | -10.3% | -18.0% | +7.7% | -7.9% |
| 1Y | +61.5% | -15.1% | +76.5% | +64.1% |
| All | +121.4% | -13.6% | +135.0% | +122.0% |
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