-10.0%
CG vs AMRZ
-17.7%
+7.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -3.8% | -5.5% | +1.7% | -1.2% |
| 30D | +7.5% | +15.6% | -8.1% | +1.2% |
| 3M | -14.4% | -12.1% | -2.3% | -9.7% |
| 6M | -15.7% | -19.4% | +3.8% | -8.5% |
| YTD | -29.0% | -21.9% | -7.1% | -22.4% |
| 1Y | -22.1% | -15.0% | -7.1% | -17.6% |
| All | -10.0% | -17.7% | +7.7% | -4.6% |
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