-12.6%
AMRZ vs COO
-9.3%
-3.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +0.2% | +4.5% | -4.3% | -1.6% |
| 30D | +16.2% | +16.9% | -0.7% | +9.0% |
| 3M | -8.9% | -16.7% | +7.8% | +0.1% |
| 6M | -20.1% | +5.9% | -26.1% | -23.9% |
| YTD | -21.3% | -22.4% | +1.2% | -5.4% |
| 1Y | -12.6% | -10.1% | -2.5% | -3.5% |
| All | -12.6% | -9.3% | -3.3% | -3.5% |
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