+31.6%
ALL vs AMRZ
-17.5%
+49.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.6% | -4.4% |
| 7D | -1.9% | +1.2% | -3.1% | -1.9% |
| 30D | +13.8% | +15.1% | -1.3% | +14.0% |
| 3M | -7.0% | -18.1% | +11.1% | -7.6% |
| 6M | +18.0% | -23.5% | +41.5% | +17.3% |
| YTD | +24.2% | -21.6% | +45.8% | +23.4% |
| 1Y | +31.2% | -14.7% | +45.9% | +30.3% |
| All | +31.6% | -17.5% | +49.1% | +29.8% |
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