-12.3%
AMRZ vs Z
-54.2%
+41.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.2% | +3.0% |
| 7D | +10.3% | +10.2% | +0.1% | +7.9% |
| 30D | +18.7% | +23.7% | -5.0% | +12.9% |
| 3M | -14.6% | -6.6% | -8.1% | -14.1% |
| 6M | -12.9% | -23.0% | +10.1% | -9.7% |
| YTD | -17.4% | -50.3% | +33.0% | -8.6% |
| 1Y | -12.3% | -53.6% | +41.3% | -2.1% |
| All | -12.3% | -54.2% | +41.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling