-16.6%
AMRZ vs COO
-7.6%
-9.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.4% |
| 7D | -1.1% | +4.3% | -5.4% | -2.5% |
| 30D | +18.3% | +17.6% | +0.7% | +12.3% |
| 3M | -8.0% | -13.9% | +5.9% | -3.1% |
| 6M | -18.7% | +6.6% | -25.2% | -20.8% |
| YTD | -19.8% | -22.0% | +2.2% | -12.6% |
| 1Y | -12.3% | -8.8% | -3.5% | -7.0% |
| All | -16.6% | -7.6% | -9.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling