-31.3%
CMG vs AMRZ
-17.3%
-14.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.0% |
| 7D | -1.5% | -2.0% | +0.5% | -1.0% |
| 30D | +12.7% | -9.8% | +22.6% | +15.4% |
| 3M | +26.3% | -17.2% | +43.5% | +31.7% |
| 6M | +4.5% | -26.9% | +31.4% | +12.2% |
| YTD | -0.1% | -21.5% | +21.4% | +4.2% |
| 1Y | -6.8% | -22.9% | +16.1% | -4.3% |
| All | -31.3% | -17.3% | -14.0% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling