-17.2%
AMRZ vs Z
-61.0%
+43.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | -4.0% | -4.9% | +0.9% | -2.9% |
| 30D | +12.4% | +3.0% | +9.4% | +11.6% |
| 3M | -11.5% | -13.4% | +1.9% | -9.1% |
| 6M | -21.6% | -27.3% | +5.7% | -17.0% |
| YTD | -23.4% | -57.8% | +34.4% | -11.9% |
| 1Y | -17.2% | -60.0% | +42.8% | -4.1% |
| All | -17.2% | -61.0% | +43.9% | -4.1% |
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