+377.3%
CIFR vs AMRZ
-20.1%
+397.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -5.0% | -7.5% | +2.5% | +0.4% |
| 30D | -5.7% | -12.4% | +6.7% | +3.4% |
| 3M | -25.5% | -22.4% | -3.2% | -11.4% |
| 6M | +19.4% | -29.5% | +48.9% | +53.0% |
| YTD | +14.2% | -24.1% | +38.3% | +40.8% |
| 1Y | +69.0% | -26.3% | +95.3% | +96.3% |
| All | +377.3% | -20.1% | +397.5% | +451.7% |
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