+47.0%
CF vs AMRZ
-12.3%
+59.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.5% |
| 7D | -0.9% | -1.1% | +0.3% | -1.0% |
| 30D | +6.9% | +18.3% | -11.3% | +11.6% |
| 3M | +4.8% | -8.0% | +12.8% | +3.0% |
| 6M | +4.7% | -18.7% | +23.3% | +1.0% |
| YTD | +56.5% | -19.8% | +76.3% | +46.0% |
| All | +47.0% | -12.3% | +59.3% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling