+28.4%
CBOE vs AMRZ
-17.3%
+45.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -2.3% |
| 7D | -4.6% | -2.0% | -2.6% | -4.9% |
| 30D | +2.6% | -9.8% | +12.5% | +1.2% |
| 3M | +4.9% | -17.2% | +22.2% | +2.4% |
| 6M | -2.2% | -26.9% | +24.8% | -5.3% |
| YTD | +17.7% | -21.5% | +39.2% | +15.2% |
| 1Y | +26.1% | -22.9% | +49.0% | +23.9% |
| All | +28.4% | -17.3% | +45.7% | +28.7% |
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 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