-32.8%
CMG vs AMRZ
-20.3%
-12.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -3.8% | -8.1% | +4.3% | -1.9% |
| 30D | +12.9% | -14.8% | +27.7% | +17.3% |
| 3M | +18.8% | -19.7% | +38.5% | +24.9% |
| 6M | +4.1% | -30.8% | +34.9% | +13.3% |
| YTD | -2.4% | -24.3% | +21.9% | +2.8% |
| 1Y | -6.7% | -24.0% | +17.4% | -3.6% |
| All | -32.8% | -20.3% | -12.5% | -31.4% |
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