+34.1%
ALL vs AMRZ
-13.6%
+47.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.4% |
| 7D | 0.0% | -1.9% | +1.9% | 0.0% |
| 30D | -1.5% | -16.9% | +15.4% | -2.2% |
| 3M | +23.6% | -19.2% | +42.8% | +22.9% |
| 6M | +22.3% | -29.3% | +51.6% | +21.7% |
| YTD | +26.5% | -18.0% | +44.5% | +25.9% |
| 1Y | +27.0% | -15.1% | +42.1% | +26.0% |
| All | +34.1% | -13.6% | +47.7% | +32.5% |
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 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