-12.9%
AMRZ vs CAPR
+47.8%
-60.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.9% | +7.9% | -2.0% |
| 7D | 0.0% | +7.6% | -7.7% | -0.1% |
| 30D | +15.9% | +13.3% | +2.6% | +15.7% |
| 3M | -9.2% | +130.4% | -139.5% | -9.9% |
| 6M | -20.3% | -70.8% | +50.5% | -20.0% |
| YTD | -21.5% | -69.3% | +47.8% | -21.3% |
| 1Y | -12.9% | +59.5% | -72.4% | -14.4% |
| All | -12.9% | +47.8% | -60.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling