+8.7%
CL vs AMRZ
-14.5%
+23.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -2.2% | -1.9% | -0.3% | -2.1% |
| 30D | -4.8% | -16.9% | +12.1% | -3.8% |
| 3M | +4.9% | -19.2% | +24.1% | +6.1% |
| 6M | -5.7% | -29.3% | +23.6% | -4.7% |
| YTD | +14.4% | -18.0% | +32.4% | +16.3% |
| 1Y | +8.7% | -15.1% | +23.8% | +11.7% |
| All | +8.7% | -14.5% | +23.2% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling