+24.8%
ARM vs AMRZ
-15.6%
+40.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +5.7% |
| 7D | -5.3% | -1.1% | -4.2% | -4.8% |
| 30D | -30.0% | +18.3% | -48.3% | -35.8% |
| 3M | -34.1% | -8.0% | -26.1% | -31.8% |
| 6M | -12.6% | -18.7% | +6.0% | -5.0% |
| YTD | +70.4% | -19.8% | +90.3% | +87.2% |
| 1Y | +22.3% | -12.3% | +34.6% | +31.0% |
| All | +24.8% | -15.6% | +40.3% | +34.3% |
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