+268.6%
AMD vs AMRZ
-13.6%
+282.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +2.6% | -1.9% | +4.5% | +3.1% |
| 30D | -0.9% | -16.9% | +16.0% | +4.6% |
| 3M | -8.7% | -19.2% | +10.5% | -3.1% |
| 6M | +136.3% | -29.3% | +165.6% | +155.7% |
| YTD | +123.0% | -18.0% | +141.0% | +136.5% |
| 1Y | +195.2% | -15.1% | +210.3% | +204.7% |
| All | +268.6% | -13.6% | +282.2% | +277.2% |
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