+77.1%
C vs AMRZ
-17.3%
+94.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.4% |
| 7D | +3.2% | -2.0% | +5.2% | +3.7% |
| 30D | +1.3% | -9.8% | +11.1% | +4.0% |
| 3M | +3.1% | -17.2% | +20.3% | +7.8% |
| 6M | +29.6% | -26.9% | +56.6% | +39.6% |
| YTD | +19.0% | -21.5% | +40.4% | +25.3% |
| 1Y | +45.6% | -22.9% | +68.5% | +52.3% |
| All | +77.1% | -17.3% | +94.4% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling