+72.6%
COMP vs AMRZ
-15.6%
+88.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.0% |
| 7D | +14.5% | -1.1% | +15.7% | +15.6% |
| 30D | +14.9% | +18.3% | -3.4% | +2.2% |
| 3M | -14.2% | -8.0% | -6.3% | -9.1% |
| 6M | +23.7% | -18.7% | +42.4% | +42.1% |
| YTD | +2.1% | -19.8% | +21.9% | +21.0% |
| 1Y | +26.2% | -12.3% | +38.5% | +44.1% |
| All | +72.6% | -15.6% | +88.2% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling