-15.2%
AS vs AMRZ
-17.5%
+2.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | +6.9% | +1.2% | +5.7% | +6.4% |
| 30D | +16.0% | +15.1% | +0.9% | +9.3% |
| 3M | -12.8% | -18.1% | +5.2% | -6.0% |
| 6M | -15.4% | -23.5% | +8.1% | -6.5% |
| YTD | -15.7% | -21.6% | +5.9% | -7.7% |
| 1Y | +6.1% | -14.7% | +20.8% | +13.3% |
| All | -15.2% | -17.5% | +2.2% | -10.0% |
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