-12.3%
AMRZ vs COO
-7.7%
-4.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +2.7% |
| 7D | +10.3% | +8.4% | +1.9% | +6.7% |
| 30D | +18.7% | +13.5% | +5.2% | +12.7% |
| 3M | -14.6% | -13.8% | -0.9% | -7.9% |
| 6M | -12.9% | +4.7% | -17.6% | -15.9% |
| YTD | -17.4% | -21.4% | +4.0% | -1.7% |
| 1Y | -12.3% | -6.7% | -5.6% | -4.4% |
| All | -12.3% | -7.7% | -4.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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