+166.7%
AMAT vs AMRZ
-13.6%
+180.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -14.8% | -16.9% | +2.1% | -10.2% |
| 3M | -9.3% | -19.2% | +9.9% | -4.0% |
| 6M | +27.4% | -29.3% | +56.7% | +39.7% |
| YTD | +77.6% | -18.0% | +95.5% | +86.9% |
| 1Y | +188.9% | -15.1% | +204.0% | +197.2% |
| All | +166.7% | -13.6% | +180.3% | +173.9% |
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