+2.1%
AWK vs AMRZ
-14.5%
+16.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.7% | -1.9% | +3.6% | +1.7% |
| 30D | +5.6% | -16.9% | +22.5% | +5.4% |
| 3M | +15.9% | -19.2% | +35.1% | +15.6% |
| 6M | +4.6% | -29.3% | +33.9% | +3.7% |
| YTD | +10.1% | -18.0% | +28.0% | +9.6% |
| 1Y | +2.1% | -15.1% | +17.2% | +3.3% |
| All | +2.1% | -14.5% | +16.6% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling