+129.6%
AU vs AMRZ
-20.1%
+149.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.3% | -7.5% | +3.3% | -1.2% |
| 30D | +7.3% | -12.4% | +19.7% | +13.2% |
| 3M | +26.3% | -22.4% | +48.7% | +39.2% |
| 6M | +1.8% | -29.5% | +31.3% | +15.8% |
| YTD | +26.8% | -24.1% | +51.0% | +42.6% |
| 1Y | +66.7% | -26.3% | +92.9% | +84.7% |
| All | +129.6% | -20.1% | +149.7% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling