-95.2%
AMIX vs AMRZ
-19.3%
-75.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.9% | -6.5% | -7.4% |
| 7D | -10.9% | -4.0% | -6.8% | -8.8% |
| 30D | -55.0% | +12.4% | -67.4% | -58.1% |
| 3M | -82.0% | -11.5% | -70.5% | -80.8% |
| 6M | -80.4% | -21.6% | -58.8% | -77.8% |
| YTD | -88.3% | -23.4% | -64.9% | -86.5% |
| 1Y | -92.4% | -17.2% | -75.2% | -91.1% |
| All | -95.2% | -19.3% | -75.9% | -94.4% |
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 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