-20.2%
AMRZ vs COO
-9.5%
-10.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +13.0% | +14.2% | -1.2% | +8.4% |
| 3M | -12.1% | -18.2% | +6.1% | -5.7% |
| 6M | -19.1% | +5.3% | -24.5% | -21.0% |
| YTD | -23.3% | -23.6% | +0.3% | -15.8% |
| 1Y | -16.6% | -12.7% | -3.9% | -10.7% |
| All | -20.2% | -9.5% | -10.7% | -15.7% |
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 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