+109.8%
ANET vs AMRZ
-19.2%
+129.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +3.7% | -4.7% | +8.3% | +4.6% |
| 30D | +0.7% | -11.3% | +12.0% | +3.0% |
| 3M | +26.8% | -22.1% | +48.8% | +32.8% |
| 6M | +40.7% | -29.6% | +70.2% | +49.5% |
| YTD | +47.2% | -23.3% | +70.5% | +54.8% |
| 1Y | +36.0% | -23.7% | +59.7% | +40.0% |
| All | +109.8% | -19.2% | +129.0% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling