-21.3%
AMRZ vs CNI
+22.5%
-43.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -8.1% | -1.1% | -7.0% | -7.6% |
| 30D | -14.8% | -3.5% | -11.3% | -13.3% |
| 3M | -19.7% | +2.2% | -22.0% | -20.9% |
| 6M | -30.8% | +15.1% | -45.9% | -36.1% |
| YTD | -24.3% | +24.7% | -49.0% | -32.2% |
| 1Y | -24.0% | +33.4% | -57.4% | -33.3% |
| All | -21.3% | +22.5% | -43.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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