+594.8%
AMDL vs AMRZ
-13.6%
+608.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.5% |
| 7D | +4.5% | -1.9% | +6.4% | +5.7% |
| 30D | -4.4% | -16.9% | +12.5% | +6.4% |
| 3M | -30.5% | -19.2% | -11.3% | -21.6% |
| 6M | +300.9% | -29.3% | +330.2% | +373.5% |
| YTD | +219.9% | -18.0% | +237.9% | +263.7% |
| 1Y | +374.7% | -15.1% | +389.8% | +413.6% |
| All | +594.8% | -13.6% | +608.4% | +640.8% |
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