+9.3%
CME vs AMRZ
-14.5%
+23.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.7% |
| 30D | +6.2% | -16.9% | +23.2% | +4.7% |
| 3M | +10.4% | -19.2% | +29.6% | +8.7% |
| 6M | -9.5% | -29.3% | +19.8% | -10.7% |
| YTD | +6.0% | -18.0% | +24.0% | +5.8% |
| 1Y | +9.3% | -15.1% | +24.4% | +9.7% |
| All | +9.3% | -14.5% | +23.7% | +9.7% |
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