-17.8%
AMT vs AMRZ
-19.2%
+1.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | -0.2% |
| 7D | +1.5% | -4.7% | +6.1% | +1.5% |
| 30D | +3.7% | -11.3% | +15.0% | +3.8% |
| 3M | -7.2% | -22.1% | +14.9% | -7.1% |
| 6M | -4.2% | -29.6% | +25.4% | -4.0% |
| YTD | +1.9% | -23.3% | +25.2% | +2.2% |
| 1Y | -6.4% | -23.7% | +17.4% | -5.8% |
| All | -17.8% | -19.2% | +1.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling