+425.8%
AMDL vs AMRZ
-17.5%
+443.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.8% | +24.1% | +23.2% |
| 7D | -26.2% | +1.2% | -27.4% | -26.4% |
| 30D | -57.1% | +15.1% | -72.1% | -60.3% |
| 3M | -29.8% | -18.1% | -11.8% | -21.5% |
| 6M | -22.2% | -23.5% | +1.2% | -10.1% |
| YTD | +142.1% | -21.6% | +163.7% | +182.0% |
| 1Y | +85.8% | -14.7% | +100.6% | +109.6% |
| All | +425.8% | -17.5% | +443.3% | +474.3% |
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 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