-7.6%
AR vs AMRZ
-19.2%
+11.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | -0.2% |
| 7D | -1.2% | -4.7% | +3.5% | -1.8% |
| 30D | +5.5% | -11.3% | +16.8% | +4.0% |
| 3M | +12.9% | -22.1% | +34.9% | +9.6% |
| 6M | +0.1% | -29.6% | +29.7% | -2.5% |
| YTD | +13.5% | -23.3% | +36.8% | +10.1% |
| 1Y | +21.6% | -23.7% | +45.3% | +16.9% |
| All | -7.6% | -19.2% | +11.7% | -11.8% |
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