-23.7%
AMRZ vs CNI
+30.1%
-53.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -4.7% | +0.9% | -5.5% | -5.1% |
| 30D | -11.3% | -2.1% | -9.2% | -10.2% |
| 3M | -22.1% | +1.8% | -23.9% | -23.1% |
| 6M | -29.6% | +14.8% | -44.4% | -35.8% |
| YTD | -23.3% | +25.4% | -48.7% | -32.9% |
| 1Y | -23.7% | +32.9% | -56.7% | -35.8% |
| All | -23.7% | +30.1% | -53.8% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling