+41.8%
CF vs AMRZ
-13.6%
+55.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.3% |
| 7D | +6.0% | -1.9% | +7.9% | +5.8% |
| 30D | +14.8% | -16.9% | +31.8% | +12.1% |
| 3M | +14.1% | -19.2% | +33.2% | +11.5% |
| 6M | +28.5% | -29.3% | +57.8% | +27.6% |
| YTD | +74.9% | -18.0% | +92.9% | +68.1% |
| 1Y | +61.7% | -15.1% | +76.8% | +54.6% |
| All | +41.8% | -13.6% | +55.4% | +34.8% |
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