-14.1%
AR vs AMRZ
-15.6%
+1.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +1.1% |
| 7D | -10.5% | -1.1% | -9.4% | -10.6% |
| 30D | +1.3% | +18.3% | -17.0% | +3.4% |
| 3M | +4.8% | -8.0% | +12.7% | +3.8% |
| 6M | +1.2% | -18.7% | +19.8% | -0.8% |
| YTD | +5.5% | -19.8% | +25.4% | +3.0% |
| 1Y | +8.1% | -12.3% | +20.4% | +4.3% |
| All | -14.1% | -15.6% | +1.5% | -17.5% |
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