-19.7%
AMRZ vs CAPR
-74.5%
+54.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -3.4% |
| 7D | +2.5% | +29.7% | -27.2% | +2.3% |
| 30D | +14.4% | +11.0% | +3.4% | +14.1% |
| 3M | -19.2% | +118.8% | -138.0% | -19.6% |
| 6M | -19.7% | -73.9% | +54.2% | -10.5% |
| All | -19.7% | -74.5% | +54.8% | -10.5% |
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