-14.7%
AMRZ vs GRMN
+41.5%
-56.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | -16.9% | -8.4% | -8.5% | -14.7% |
| 3M | -19.2% | +15.0% | -34.2% | -24.0% |
| 6M | -29.3% | +11.2% | -40.5% | -32.9% |
| YTD | -18.0% | +37.7% | -55.7% | -27.3% |
| 1Y | -15.1% | +18.5% | -33.6% | -25.0% |
| All | -14.7% | +41.5% | -56.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 all: compounded portfolio wealth divided by compounded GRMN 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…
all analysis · Full analysis span regression · 6 months rolling