+116.9%
B vs AMRZ
-13.6%
+130.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | +9.4% | -16.9% | +26.4% | +15.5% |
| 3M | +5.0% | -19.2% | +24.2% | +11.6% |
| 6M | -3.5% | -29.3% | +25.7% | +5.3% |
| YTD | +4.5% | -18.0% | +22.4% | +11.4% |
| 1Y | +67.8% | -15.1% | +82.9% | +77.6% |
| All | +116.9% | -13.6% | +130.6% | +127.0% |
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 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