-18.3%
AMRZ vs CNI
+28.2%
-46.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +15.9% | +7.6% | +8.2% | +11.8% |
| 3M | -9.2% | +1.9% | -11.0% | -9.9% |
| 6M | -20.3% | +14.8% | -35.1% | -25.9% |
| YTD | -21.5% | +30.5% | -51.9% | -31.2% |
| 1Y | -12.9% | +36.5% | -49.3% | -24.6% |
| All | -18.3% | +28.2% | -46.5% | -30.8% |
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