+19.6%
CME vs AMRZ
-11.5%
+31.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +1.7% |
| 7D | +4.8% | +10.3% | -5.5% | +5.5% |
| 30D | +14.2% | +18.7% | -4.5% | +15.4% |
| 3M | +17.9% | -14.6% | +32.6% | +16.7% |
| 6M | +7.2% | -12.9% | +20.1% | +6.5% |
| YTD | +16.7% | -17.4% | +34.1% | +16.8% |
| 1Y | +19.6% | -12.3% | +31.9% | +20.5% |
| All | +19.6% | -11.5% | +31.1% | +20.5% |
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