+27.6%
ARM vs AMRZ
-19.2%
+46.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | +9.1% | -2.1% | +11.2% | +10.2% |
| 30D | -19.9% | +13.0% | -32.9% | -25.1% |
| 3M | -31.6% | -12.1% | -19.5% | -27.7% |
| 6M | -13.9% | -19.1% | +5.3% | -6.1% |
| YTD | +74.3% | -23.3% | +97.6% | +95.2% |
| 1Y | +35.8% | -16.6% | +52.4% | +48.6% |
| All | +27.6% | -19.2% | +46.8% | +40.1% |
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 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