+424.4%
CIFR vs AMRZ
-17.3%
+441.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +7.4% |
| 7D | +26.7% | -2.0% | +28.7% | +28.4% |
| 30D | +7.7% | -9.8% | +17.6% | +15.5% |
| 3M | -23.8% | -17.2% | -6.6% | -13.8% |
| 6M | +35.9% | -26.9% | +62.8% | +69.3% |
| YTD | +25.4% | -21.5% | +46.9% | +50.6% |
| 1Y | +139.8% | -22.9% | +162.6% | +171.0% |
| All | +424.4% | -17.3% | +441.7% | +489.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling