+19.9%
AUR vs AMRZ
-19.2%
+39.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.7% |
| 7D | +11.1% | -4.7% | +15.8% | +12.9% |
| 30D | -6.9% | -11.3% | +4.4% | -2.8% |
| 3M | +5.5% | -22.1% | +27.6% | +13.9% |
| 6M | +41.0% | -29.6% | +70.6% | +57.4% |
| YTD | +69.3% | -23.3% | +92.6% | +79.8% |
| 1Y | +14.0% | -23.7% | +37.8% | +18.2% |
| All | +19.9% | -19.2% | +39.2% | +23.8% |
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