+95.1%
AMAT vs AMRZ
-17.5%
+112.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.7% |
| 7D | -14.7% | +1.2% | -15.9% | -14.9% |
| 30D | -36.1% | +15.1% | -51.2% | -38.5% |
| 3M | -36.9% | -18.1% | -18.8% | -33.2% |
| 6M | -22.2% | -23.5% | +1.3% | -16.4% |
| YTD | +29.9% | -21.6% | +51.5% | +38.6% |
| 1Y | +43.3% | -14.7% | +58.0% | +49.9% |
| All | +95.1% | -17.5% | +112.6% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling