-14.7%
AMRZ vs COO
+0.6%
-15.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -1.9% | -2.2% | +0.3% | -1.1% |
| 30D | -16.9% | -7.0% | -9.9% | -14.7% |
| 3M | -19.2% | +12.2% | -31.4% | -22.4% |
| 6M | -29.3% | -15.1% | -14.2% | -25.1% |
| YTD | -18.0% | -15.1% | -2.9% | -13.1% |
| 1Y | -15.1% | +2.3% | -17.4% | -12.8% |
| All | -14.7% | +0.6% | -15.2% | -13.0% |
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