+17.2%
ARM vs AMRZ
-14.1%
+31.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.6% |
| 7D | -10.4% | 0.0% | -10.3% | -10.2% |
| 30D | -31.8% | +15.9% | -47.7% | -37.4% |
| 3M | -32.2% | -9.2% | -23.1% | -29.2% |
| 6M | -14.9% | -20.3% | +5.4% | -5.7% |
| YTD | +66.0% | -21.5% | +87.5% | +84.6% |
| 1Y | +17.2% | -12.9% | +30.1% | +28.1% |
| All | +17.2% | -14.1% | +31.3% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling