+5.8%
APD vs AMRZ
-22.6%
+28.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.7% |
| 7D | -2.5% | -2.0% | -0.5% | -2.3% |
| 30D | -1.9% | -9.8% | +8.0% | -0.7% |
| 3M | +8.2% | -17.2% | +25.5% | +10.4% |
| 6M | +10.7% | -26.9% | +37.7% | +14.8% |
| YTD | +22.9% | -21.5% | +44.4% | +24.0% |
| 1Y | +5.8% | -22.9% | +28.7% | +9.1% |
| All | +5.8% | -22.6% | +28.4% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling