+30.1%
CF vs AMRZ
-17.1%
+47.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.3% |
| 7D | +4.8% | +0.2% | +4.5% | +4.8% |
| 30D | +9.7% | +16.2% | -6.5% | +12.2% |
| 3M | +1.2% | -8.9% | +10.2% | +0.1% |
| 6M | +7.4% | -20.1% | +27.5% | +5.1% |
| YTD | +60.5% | -21.3% | +81.8% | +53.5% |
| 1Y | +50.7% | -12.6% | +63.4% | +40.8% |
| All | +30.1% | -17.1% | +47.2% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling