-93.4%
AMIX vs AMRZ
-17.1%
-76.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +9.7% |
| 7D | +11.4% | +0.2% | +11.2% | +11.2% |
| 30D | -40.5% | +16.2% | -56.7% | -45.7% |
| 3M | -80.1% | -8.9% | -71.2% | -79.0% |
| 6M | -74.8% | -20.1% | -54.7% | -71.8% |
| YTD | -84.0% | -21.3% | -62.7% | -81.9% |
| 1Y | -89.7% | -12.6% | -77.1% | -88.3% |
| All | -93.4% | -17.1% | -76.3% | -92.5% |
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