-15.1%
AMRZ vs COO
+4.1%
-19.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -0.9% |
| 30D | -16.9% | -7.0% | -9.9% | -14.2% |
| 3M | -19.2% | +12.2% | -31.4% | -23.5% |
| 6M | -29.3% | -15.1% | -14.2% | -22.7% |
| YTD | -18.0% | -15.1% | -2.9% | -10.3% |
| 1Y | -15.1% | +2.3% | -17.4% | -11.3% |
| All | -15.1% | +4.1% | -19.2% | -11.3% |
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