+59.8%
COMP vs AMRZ
-17.1%
+76.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -6.1% |
| 7D | +7.2% | +0.2% | +7.0% | +7.3% |
| 30D | +6.4% | +16.2% | -9.8% | -4.0% |
| 3M | -19.4% | -8.9% | -10.5% | -13.9% |
| 6M | +14.6% | -20.1% | +34.7% | +33.4% |
| YTD | -5.5% | -21.3% | +15.8% | +13.6% |
| 1Y | +13.7% | -12.6% | +26.3% | +31.1% |
| All | +59.8% | -17.1% | +76.9% | +85.7% |
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 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