+39.4%
CFG vs AMRZ
-22.6%
+62.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | -3.7% | -9.8% | +6.2% | -1.2% |
| 3M | +9.5% | -17.2% | +26.7% | +14.2% |
| 6M | +22.2% | -26.9% | +49.2% | +31.1% |
| YTD | +22.3% | -21.5% | +43.8% | +28.3% |
| 1Y | +39.4% | -22.9% | +62.3% | +39.8% |
| All | +39.4% | -22.6% | +62.0% | +39.8% |
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 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