+137.1%
AU vs AMRZ
-17.3%
+154.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | +0.6% |
| 7D | -0.3% | -2.0% | +1.7% | +0.6% |
| 30D | +12.8% | -9.8% | +22.6% | +17.5% |
| 3M | +28.5% | -17.2% | +45.7% | +37.8% |
| 6M | +4.8% | -26.9% | +31.8% | +17.5% |
| YTD | +31.0% | -21.5% | +52.4% | +45.2% |
| 1Y | +81.4% | -22.9% | +104.3% | +98.2% |
| All | +137.1% | -17.3% | +154.4% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling