+117.1%
ANET vs AMRZ
-20.1%
+137.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | -7.5% | +10.5% | +4.6% |
| 30D | -5.2% | -12.4% | +7.2% | -2.7% |
| 3M | +27.6% | -22.4% | +50.0% | +33.8% |
| 6M | +44.4% | -29.5% | +73.9% | +53.5% |
| YTD | +52.3% | -24.1% | +76.5% | +60.5% |
| 1Y | +30.4% | -26.3% | +56.7% | +34.2% |
| All | +117.1% | -20.1% | +137.2% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling