-83.7%
AMIX vs AMRZ
-13.6%
-70.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -13.7% | -1.9% | -11.8% | -12.6% |
| 30D | -62.1% | -16.9% | -45.1% | -57.3% |
| 3M | -46.2% | -19.2% | -27.0% | -40.1% |
| 6M | -46.4% | -29.3% | -17.1% | -39.8% |
| YTD | -60.3% | -18.0% | -42.3% | -56.0% |
| 1Y | -79.7% | -15.1% | -64.6% | -77.1% |
| All | -83.7% | -13.6% | -70.1% | -81.8% |
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