-17.0%
AMRZ vs COO
-8.2%
-8.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | +2.5% | +5.3% | -2.8% | +0.8% |
| 30D | +14.4% | +12.5% | +1.9% | +10.1% |
| 3M | -19.2% | -15.1% | -4.0% | -14.4% |
| 6M | -19.7% | +3.7% | -23.4% | -21.0% |
| YTD | -20.2% | -22.5% | +2.4% | -12.8% |
| 1Y | -15.1% | -7.8% | -7.3% | -10.0% |
| All | -17.0% | -8.2% | -8.7% | -12.7% |
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