+14.5%
CL vs AMRZ
-19.3%
+33.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | -0.8% | -4.0% | +3.2% | -0.4% |
| 30D | +9.5% | +12.4% | -2.9% | +8.5% |
| 3M | +6.6% | -11.5% | +18.2% | +7.6% |
| 6M | +13.2% | -21.6% | +34.8% | +14.9% |
| YTD | +26.9% | -23.4% | +50.2% | +29.3% |
| 1Y | +27.6% | -17.2% | +44.8% | +29.3% |
| All | +14.5% | -19.3% | +33.8% | +16.9% |
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