+16.9%
ARM vs AMRZ
-17.5%
+34.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.6% | +5.6% |
| 7D | -15.2% | +1.2% | -16.4% | -15.9% |
| 30D | -40.7% | +15.1% | -55.7% | -44.9% |
| 3M | -39.1% | -18.1% | -21.0% | -33.5% |
| 6M | -26.4% | -23.5% | -3.0% | -17.6% |
| YTD | +59.7% | -21.6% | +81.4% | +77.2% |
| 1Y | +10.3% | -14.7% | +25.1% | +19.6% |
| All | +16.9% | -17.5% | +34.4% | +27.1% |
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 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