+53.1%
COP vs AMRZ
-17.3%
+70.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | 0.0% |
| 7D | -0.8% | -2.0% | +1.2% | -1.1% |
| 30D | +15.6% | -9.8% | +25.4% | +14.2% |
| 3M | +14.3% | -17.2% | +31.6% | +11.9% |
| 6M | +17.0% | -26.9% | +43.9% | +15.0% |
| YTD | +47.4% | -21.5% | +68.9% | +43.1% |
| 1Y | +52.4% | -22.9% | +75.3% | +48.0% |
| All | +53.1% | -17.3% | +70.4% | +46.1% |
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