+1,093.6%
BE vs AMRZ
-19.2%
+1,112.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.2% |
| 7D | +23.9% | -4.7% | +28.6% | +27.8% |
| 30D | +27.8% | -11.3% | +39.1% | +38.4% |
| 3M | +3.7% | -22.1% | +25.8% | +23.1% |
| 6M | +78.0% | -29.6% | +107.5% | +130.1% |
| YTD | +209.9% | -23.3% | +233.2% | +266.4% |
| 1Y | +389.6% | -23.7% | +413.3% | +470.2% |
| All | +1,093.6% | -19.2% | +1,112.8% | +1,248.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling