-12.9%
AMRZ vs CNI
+35.4%
-48.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +15.9% | +7.6% | +8.2% | +10.9% |
| 3M | -9.2% | +1.9% | -11.0% | -10.1% |
| 6M | -20.3% | +14.8% | -35.1% | -27.3% |
| YTD | -21.5% | +30.5% | -51.9% | -34.3% |
| 1Y | -12.9% | +36.5% | -49.3% | -28.9% |
| All | -12.9% | +35.4% | -48.3% | -28.9% |
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