-3.4%
CG vs AMRZ
-19.2%
+15.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.0% |
| 7D | -6.4% | -4.7% | -1.8% | -4.5% |
| 30D | -7.1% | -11.3% | +4.2% | -2.4% |
| 3M | -1.6% | -22.1% | +20.5% | +8.3% |
| 6M | -8.3% | -29.6% | +21.3% | +4.6% |
| YTD | -23.8% | -23.3% | -0.5% | -16.1% |
| 1Y | -28.7% | -23.7% | -5.0% | -22.3% |
| All | -3.4% | -19.2% | +15.8% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling