+5.0%
AMC vs AMRZ
-17.5%
+22.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +2.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +9.0% | +15.1% | -6.0% | +3.4% |
| 3M | +22.2% | -18.1% | +40.2% | +31.4% |
| 6M | +91.5% | -23.5% | +114.9% | +110.6% |
| YTD | +101.3% | -21.6% | +122.9% | +120.4% |
| 1Y | +20.8% | -14.7% | +35.5% | +31.2% |
| All | +5.0% | -17.5% | +22.5% | +11.4% |
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