+0.6%
CG vs AMRZ
-17.3%
+17.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.4% |
| 7D | -1.3% | -2.0% | +0.7% | -0.4% |
| 30D | -3.2% | -9.8% | +6.7% | +1.0% |
| 3M | +6.2% | -17.2% | +23.4% | +14.1% |
| 6M | -4.7% | -26.9% | +22.3% | +7.0% |
| YTD | -20.6% | -21.5% | +0.8% | -13.5% |
| 1Y | -26.4% | -22.9% | -3.5% | -20.3% |
| All | +0.6% | -17.3% | +17.9% | +6.3% |
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