+676.0%
AMDL vs AMRZ
-17.3%
+693.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.3% | +15.9% | +14.1% |
| 7D | +19.9% | -2.0% | +22.0% | +20.7% |
| 30D | +6.3% | -9.8% | +16.1% | +12.3% |
| 3M | -9.9% | -17.2% | +7.3% | -0.3% |
| 6M | +394.3% | -26.9% | +421.2% | +478.3% |
| YTD | +257.3% | -21.5% | +278.8% | +314.9% |
| 1Y | +508.5% | -22.9% | +531.4% | +571.6% |
| All | +676.0% | -17.3% | +693.3% | +745.0% |
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