-32.7%
CMG vs AMRZ
-20.1%
-12.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | -7.5% | +5.5% | -0.2% |
| 30D | +10.9% | -12.4% | +23.3% | +14.4% |
| 3M | +15.8% | -22.4% | +38.2% | +22.8% |
| 6M | +6.9% | -29.5% | +36.5% | +15.8% |
| YTD | -2.2% | -24.1% | +22.0% | +2.9% |
| 1Y | -7.1% | -26.3% | +19.2% | -3.7% |
| All | -32.7% | -20.1% | -12.6% | -31.3% |
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