+20.5%
APD vs AMRZ
-19.2%
+39.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.8% | -2.1% | +5.9% | +4.1% |
| 30D | +8.2% | +13.0% | -4.8% | +6.5% |
| 3M | +4.3% | -12.1% | +16.4% | +5.8% |
| 6M | +4.7% | -19.1% | +23.8% | +7.0% |
| YTD | +31.5% | -23.3% | +54.8% | +33.8% |
| 1Y | +23.5% | -16.6% | +40.1% | +24.1% |
| All | +20.5% | -19.2% | +39.7% | +20.7% |
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