-29.3%
AMRZ vs CAPR
-64.4%
+35.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -1.9% | -2.0% | +0.1% | -1.9% |
| 30D | -16.9% | +139.2% | -156.1% | -17.3% |
| 3M | -19.2% | -66.4% | +47.2% | -16.2% |
| 6M | -29.3% | -63.1% | +33.9% | -29.2% |
| All | -29.3% | -64.4% | +35.2% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling