+297.6%
AMD vs AMRZ
-17.1%
+314.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.4% | +14.3% | +14.6% |
| 7D | +6.5% | +0.2% | +6.3% | +6.7% |
| 30D | -15.3% | +16.2% | -31.5% | -18.8% |
| 3M | +9.7% | -8.9% | +18.6% | +12.6% |
| 6M | +13.2% | -20.1% | +33.3% | +20.0% |
| YTD | +140.6% | -21.3% | +161.8% | +157.9% |
| 1Y | +111.2% | -12.6% | +123.8% | +121.8% |
| All | +297.6% | -17.1% | +314.7% | +311.4% |
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