+144.7%
CLS vs AMRZ
-19.2%
+163.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | +20.1% | -4.7% | +24.8% | +21.9% |
| 30D | +6.0% | -11.3% | +17.3% | +10.0% |
| 3M | -10.3% | -22.1% | +11.8% | -3.0% |
| 6M | +24.5% | -29.6% | +54.1% | +39.1% |
| YTD | +12.9% | -23.3% | +36.2% | +22.8% |
| 1Y | +36.7% | -23.7% | +60.4% | +47.2% |
| All | +144.7% | -19.2% | +163.9% | +161.6% |
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