+15.7%
AMC vs AMRZ
-17.1%
+32.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.6% |
| 7D | +5.5% | +0.2% | +5.3% | +5.8% |
| 30D | +16.1% | +16.2% | -0.1% | +9.7% |
| 3M | +43.0% | -8.9% | +51.9% | +48.0% |
| 6M | +130.7% | -20.1% | +150.8% | +149.6% |
| YTD | +121.8% | -21.3% | +143.1% | +142.5% |
| 1Y | +40.7% | -12.6% | +53.3% | +52.7% |
| All | +15.7% | -17.1% | +32.8% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling