+45.0%
CAH vs AMRZ
-20.1%
+65.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -7.5% | +2.4% | -4.9% |
| 30D | +0.2% | -12.4% | +12.6% | +0.5% |
| 3M | +6.3% | -22.4% | +28.7% | +6.8% |
| 6M | +9.4% | -29.5% | +38.9% | +9.6% |
| YTD | +15.0% | -24.1% | +39.1% | +16.2% |
| 1Y | +55.4% | -26.3% | +81.7% | +57.1% |
| All | +45.0% | -20.1% | +65.1% | +47.2% |
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