+5.3%
AMCR vs AMRZ
-17.3%
+22.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.4% |
| 7D | -1.8% | -2.0% | +0.2% | -1.2% |
| 30D | -6.0% | -9.8% | +3.8% | -2.9% |
| 3M | +18.9% | -17.2% | +36.1% | +25.8% |
| 6M | +5.7% | -26.9% | +32.6% | +14.3% |
| YTD | +11.1% | -21.5% | +32.6% | +18.8% |
| 1Y | +14.4% | -22.9% | +37.3% | +22.6% |
| All | +5.3% | -17.3% | +22.6% | +12.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling