+36.2%
ARM vs AMRZ
-17.7%
+53.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.8% | +12.4% |
| 7D | +6.0% | -5.5% | +11.5% | +8.9% |
| 30D | -20.3% | +15.6% | -36.0% | -26.2% |
| 3M | -24.4% | -12.1% | -12.3% | -20.1% |
| 6M | -4.4% | -19.4% | +15.1% | +4.3% |
| YTD | +86.0% | -21.9% | +107.9% | +106.7% |
| 1Y | +35.8% | -15.0% | +50.8% | +47.4% |
| All | +36.2% | -17.7% | +53.9% | +48.3% |
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 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