-18.5%
AMRZ vs COO
-9.9%
-8.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +1.2% | +4.7% | -3.5% | -0.3% |
| 30D | +15.1% | +13.9% | +1.2% | +10.4% |
| 3M | -18.1% | -14.9% | -3.1% | -13.4% |
| 6M | -23.5% | +2.0% | -25.5% | -24.3% |
| YTD | -21.6% | -23.9% | +2.3% | -13.9% |
| 1Y | -14.7% | -9.6% | -5.1% | -9.0% |
| All | -18.5% | -9.9% | -8.6% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling